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JP Morgan Call 16 KMI 17.01.2025/  DE000JL4Z4N4  /

EUWAX
2024-06-06  9:06:19 AM Chg.- Bid8:06:32 AM Ask8:06:32 AM Underlying Strike price Expiration date Option type
0.390EUR - 0.390
Bid Size: 15,000		 0.410
Ask Size: 15,000		 Kinder Morgan Inc 16.00 - 2025-01-17 Call
 

Master data

WKN: JL4Z4N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kinder Morgan Inc
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.22
Implied volatility: 0.50
Historic volatility: 0.15
Parity: 0.22
Time value: 0.19
Break-even: 20.10
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.72
Theta: -0.01
Omega: 3.19
Rho: 0.06
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+18.18%
3 Months  
+39.29%
YTD  
+34.48%
1 Year  
+21.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.400 0.330
6M High / 6M Low: 0.400 0.220
High (YTD): 2024-05-22 0.400
Low (YTD): 2024-02-15 0.220
52W High: 2024-05-22 0.400
52W Low: 2024-02-15 0.220
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   57.66%
Volatility 6M:   67.98%
Volatility 1Y:   65.05%
Volatility 3Y:   -