JP Morgan Call 145 CLX 17.01.2025/  DE000JK7PHA4  /

EUWAX
2024-10-31  4:24:16 PM Chg.+0.30 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.92EUR +18.52% -
Bid Size: -
-
Ask Size: -
Clorox Co 145.00 USD 2025-01-17 Call
 

Master data

WKN: JK7PHA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.96
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.06
Implied volatility: 0.56
Historic volatility: 0.20
Parity: 1.06
Time value: 1.01
Break-even: 154.24
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.37
Spread abs.: 0.15
Spread %: 7.81%
Delta: 0.67
Theta: -0.09
Omega: 4.69
Rho: 0.16
 

Quote data

Open: 1.87
High: 1.92
Low: 1.87
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -7.25%
3 Months  
+220.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.62
1M High / 1M Low: 2.22 1.62
6M High / 6M Low: 2.48 0.59
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.08%
Volatility 6M:   131.54%
Volatility 1Y:   -
Volatility 3Y:   -