JP Morgan Call 140 KMB 20.12.2024
/ DE000JK45ZJ8
JP Morgan Call 140 KMB 20.12.2024/ DE000JK45ZJ8 /
10/09/2024 14:20:24 |
Chg.-0.04 |
Bid15:44:34 |
Ask15:44:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-3.64% |
1.11 Bid Size: 50,000 |
1.13 Ask Size: 50,000 |
Kimberly Clark Corp |
140.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JK45ZJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kimberly Clark Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 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: |
12.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
0.65 |
Time value: |
0.46 |
Break-even: |
137.96 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.05 |
Spread %: |
4.72% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
8.46 |
Rho: |
0.23 |
Quote data
Open: |
1.04 |
High: |
1.06 |
Low: |
1.04 |
Previous Close: |
1.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.86% |
1 Month |
|
|
+39.47% |
3 Months |
|
|
+116.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
0.81 |
1M High / 1M Low: |
1.10 |
0.56 |
6M High / 6M Low: |
1.10 |
0.24 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.77% |
Volatility 6M: |
|
225.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |