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JP Morgan Put 110 KMY 17.01.2025/  DE000JL09TM9  /

EUWAX
09/07/2024  09:39:36 Chg.-0.007 Bid20:34:37 Ask20:34:37 Underlying Strike price Expiration date Option type
0.073EUR -8.75% 0.072
Bid Size: 50,000		 0.100
Ask Size: 50,000		 KIMBERLY-CLARK DL... 110.00 - 17/01/2025 Put
 

Master data

WKN: JL09TM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 17/01/2025
Issue date: 13/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.65
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -1.86
Time value: 0.17
Break-even: 108.30
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.10
Spread %: 129.73%
Delta: -0.14
Theta: -0.01
Omega: -10.42
Rho: -0.10
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.98%
1 Month
  -22.34%
3 Months
  -75.67%
YTD
  -88.03%
1 Year
  -85.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.080
1M High / 1M Low: 0.100 0.067
6M High / 6M Low: 0.590 0.067
High (YTD): 05/01/2024 0.600
Low (YTD): 18/06/2024 0.067
52W High: 27/10/2023 0.890
52W Low: 18/06/2024 0.067
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   121.16%
Volatility 6M:   141.50%
Volatility 1Y:   111.68%
Volatility 3Y:   -