JP Morgan Call 140 KMB 20.09.2024
/ DE000JK42VC9
JP Morgan Call 140 KMB 20.09.2024/ DE000JK42VC9 /
| 06/09/2024 11:50:27 |
Chg.- |
Bid09:19:01 |
Ask09:19:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.690
Bid Size: 2,000 |
0.760
Ask Size: 2,000 |
Kimberly Clark Corp |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK42VC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kimberly Clark Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.62 |
| Time value: |
0.05 |
| Break-even: |
133.06 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
8.70% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
17.12 |
| Rho: |
0.04 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+46.51% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.400 |
| 1M High / 1M Low: |
0.760 |
0.230 |
| 6M High / 6M Low: |
0.760 |
0.088 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.57% |
| Volatility 6M: |
|
436.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
