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JP Morgan Call 130 KMY 17.01.2025/  DE000JL09TR8  /

EUWAX
02/08/2024  09:23:30 Chg.+0.19 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.15EUR +19.79% -
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: 8.98
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.16
Parity: -0.16
Time value: 1.43
Break-even: 144.30
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.29
Spread abs.: 0.09
Spread %: 6.72%
Delta: 0.56
Theta: -0.05
Omega: 5.03
Rho: 0.26
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 0.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -8.00%
3 Months
  -6.50%
YTD  
+59.72%
1 Year
  -12.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 0.96
1M High / 1M Low: 1.63 0.96
6M High / 6M Low: 1.63 0.46
High (YTD): 23/07/2024 1.63
Low (YTD): 20/02/2024 0.46
52W High: 23/07/2024 1.63
52W Low: 20/02/2024 0.46
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.97
Avg. volume 1Y:   0.00
Volatility 1M:   222.66%
Volatility 6M:   155.84%
Volatility 1Y:   132.57%
Volatility 3Y:   -