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JP Morgan Call 125 KMB 17.01.2025/  DE000JL7KP96  /

EUWAX
9/9/2024  9:09:34 AM Chg.+0.08 Bid9:34:51 AM Ask9:34:51 AM Underlying Strike price Expiration date Option type
2.24EUR +3.70% 2.25
Bid Size: 2,000		 2.33
Ask Size: 2,000		 Kimberly Clark Corp 125.00 USD 1/17/2025 Call
 

Master data

WKN: JL7KP9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kimberly Clark Corp
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 1/17/2025
Issue date: 8/2/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.98
Implied volatility: 0.30
Historic volatility: 0.16
Parity: 1.98
Time value: 0.33
Break-even: 135.85
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 3.59%
Delta: 0.86
Theta: -0.03
Omega: 4.91
Rho: 0.32
 

Quote data

Open: 2.24
High: 2.24
Low: 2.24
Previous Close: 2.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.06%
1 Month  
+25.14%
3 Months  
+51.35%
YTD  
+143.48%
1 Year  
+45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 1.92
1M High / 1M Low: 2.26 1.53
6M High / 6M Low: 2.26 0.88
High (YTD): 9/5/2024 2.26
Low (YTD): 2/20/2024 0.64
52W High: 9/5/2024 2.26
52W Low: 2/20/2024 0.64
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.87
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   1.25
Avg. volume 1Y:   0.00
Volatility 1M:   84.69%
Volatility 6M:   136.26%
Volatility 1Y:   119.88%
Volatility 3Y:   -