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JP Morgan Call 135 KMY 17.01.2025/  DE000JL09TT4  /

EUWAX
10/11/2024  9:42:05 AM Chg.-0.11 Bid7:45:30 PM Ask7:45:30 PM Underlying Strike price Expiration date Option type
0.93EUR -10.58% 1.00
Bid Size: 50,000		 1.02
Ask Size: 50,000		 KIMBERLY-CLARK DL... 135.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.95
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.16
Parity: -0.60
Time value: 1.08
Break-even: 145.80
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 4.85%
Delta: 0.49
Theta: -0.07
Omega: 5.87
Rho: 0.14
 

Quote data

Open: 0.93
High: 0.93
Low: 0.93
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month
  -32.61%
3 Months
  -15.45%
YTD  
+66.07%
1 Year  
+24.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 0.90
1M High / 1M Low: 1.38 0.90
6M High / 6M Low: 1.47 0.45
High (YTD): 9/10/2024 1.47
Low (YTD): 2/20/2024 0.32
52W High: 9/10/2024 1.47
52W Low: 2/20/2024 0.32
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.96
Avg. volume 6M:   0.00
Avg. price 1Y:   0.77
Avg. volume 1Y:   0.00
Volatility 1M:   114.43%
Volatility 6M:   178.70%
Volatility 1Y:   153.59%
Volatility 3Y:   -