JP Morgan Call 135 KMB 20.12.2024
/ DE000JK4JU55
JP Morgan Call 135 KMB 20.12.2024/ DE000JK4JU55 /
| 09/07/2024 14:31:26 |
Chg.- |
Bid09:44:32 |
Ask09:44:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
0.960
Bid Size: 3,000 |
1.030
Ask Size: 3,000 |
Kimberly Clark Corp |
135.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK4JU5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kimberly Clark Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.41 |
| Time value: |
0.63 |
| Break-even: |
135.23 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
7.22% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
8.22 |
| Rho: |
0.34 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.970 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
+34.72% |
| 3 Months |
|
|
+79.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
1.200 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
