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JP Morgan Call 135 KMY 17.01.2025/  DE000JL09TT4  /

EUWAX
16/07/2024  09:44:32 Chg.- Bid08:22:58 Ask08:22:58 Underlying Strike price Expiration date Option type
1.09EUR - 1.16
Bid Size: 3,000		 1.25
Ask Size: 3,000		 KIMBERLY-CLARK DL... 135.00 - 17/01/2025 Call
 

Master data

WKN: JL09TT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 17/01/2025
Issue date: 13/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.97
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.15
Parity: -0.56
Time value: 1.18
Break-even: 146.80
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.09
Spread %: 8.26%
Delta: 0.51
Theta: -0.04
Omega: 5.63
Rho: 0.28
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.86%
1 Month  
+1.87%
3 Months  
+118.00%
YTD  
+94.64%
1 Year
  -24.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.02
1M High / 1M Low: 1.22 0.90
6M High / 6M Low: 1.22 0.32
High (YTD): 20/06/2024 1.22
Low (YTD): 20/02/2024 0.32
52W High: 24/07/2023 1.59
52W Low: 20/02/2024 0.32
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   0.76
Avg. volume 1Y:   0.00
Volatility 1M:   82.44%
Volatility 6M:   162.42%
Volatility 1Y:   132.80%
Volatility 3Y:   -