JP Morgan Call 155 KMB 18.10.2024/  DE000JK9NHK4  /

EUWAX
7/10/2024  11:12:46 AM Chg.-0.006 Bid9:44:09 PM Ask9:44:09 PM Underlying Strike price Expiration date Option type
0.076EUR -7.32% 0.090
Bid Size: 50,000
0.110
Ask Size: 50,000
Kimberly Clark Corp 155.00 USD 10/18/2024 Call
 

Master data

WKN: JK9NHK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kimberly Clark Corp
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 10/18/2024
Issue date: 4/25/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 75.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -1.44
Time value: 0.17
Break-even: 145.03
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.54
Spread abs.: 0.09
Spread %: 123.68%
Delta: 0.22
Theta: -0.02
Omega: 16.32
Rho: 0.07
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+72.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.062
1M High / 1M Low: 0.150 0.044
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -