JP Morgan Call 145 KMB 18.10.2024
/ DE000JK4NRK4
JP Morgan Call 145 KMB 18.10.2024/ DE000JK4NRK4 /
9/10/2024 2:31:01 PM |
Chg.-0.040 |
Bid3:55:02 PM |
Ask3:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-7.84% |
0.540 Bid Size: 50,000 |
0.560 Ask Size: 50,000 |
Kimberly Clark Corp |
145.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JK4NRK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kimberly Clark Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
0.20 |
Time value: |
0.26 |
Break-even: |
136.02 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
8.51% |
Delta: |
0.63 |
Theta: |
-0.05 |
Omega: |
18.19 |
Rho: |
0.08 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+67.86% |
1 Month |
|
|
+56.67% |
3 Months |
|
|
+161.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.280 |
1M High / 1M Low: |
0.520 |
0.160 |
6M High / 6M Low: |
0.520 |
0.058 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.298 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.238 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.39% |
Volatility 6M: |
|
365.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |