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JP Morgan Call 130 KMY 17.01.2025/  DE000JL09TR8  /

EUWAX
11/10/2024  09:42:05 Chg.-0.12 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.27EUR -8.63% -
Bid Size: -		 -
Ask Size: -		 KIMBERLY-CLARK DL... 130.00 - 17/01/2025 Call
 

Master data

WKN: JL09TR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 17/01/2025
Issue date: 13/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.96
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.16
Parity: -0.10
Time value: 1.44
Break-even: 144.40
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 3.60%
Delta: 0.56
Theta: -0.08
Omega: 4.99
Rho: 0.15
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.42%
1 Month
  -18.06%
3 Months
  -12.41%
YTD  
+76.39%
1 Year  
+32.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.26
1M High / 1M Low: 1.59 1.23
6M High / 6M Low: 1.85 0.65
High (YTD): 10/09/2024 1.85
Low (YTD): 20/02/2024 0.46
52W High: 10/09/2024 1.85
52W Low: 20/02/2024 0.46
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   1.01
Avg. volume 1Y:   0.00
Volatility 1M:   88.87%
Volatility 6M:   153.29%
Volatility 1Y:   134.87%
Volatility 3Y:   -