JP Morgan Call 135 KMB 18.10.2024
/ DE000JK2H8M3
JP Morgan Call 135 KMB 18.10.2024/ DE000JK2H8M3 /
| 16/07/2024 10:39:49 |
Chg.-0.090 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-9.57% |
-
Bid Size: - |
-
Ask Size: - |
Kimberly Clark Corp |
135.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK2H8M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kimberly Clark Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
0.55 |
| Time value: |
0.30 |
| Break-even: |
132.41 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
8.14% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
11.23 |
| Rho: |
0.22 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
+1.19% |
| 3 Months |
|
|
+157.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.780 |
| 1M High / 1M Low: |
1.000 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
