JP Morgan Call 160 4AB 21.06.2024/  DE000JS41K73  /

EUWAX
2024-05-29  10:47:35 AM Chg.-0.090 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.110EUR -45.00% -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 160.00 - 2024-06-21 Call
 

Master data

WKN: JS41K7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-12-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.17
Parity: -1.68
Time value: 0.15
Break-even: 161.50
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 5.78
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.18
Theta: -0.09
Omega: 17.25
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.43%
1 Month
  -80.70%
3 Months
  -94.12%
YTD
  -81.97%
1 Year
  -82.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.190
1M High / 1M Low: 0.780 0.190
6M High / 6M Low: 2.220 0.190
High (YTD): 2024-03-13 2.220
Low (YTD): 2024-05-27 0.190
52W High: 2024-03-13 2.220
52W Low: 2024-05-27 0.190
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   488.095
Avg. price 6M:   1.165
Avg. volume 6M:   82.661
Avg. price 1Y:   0.897
Avg. volume 1Y:   40.039
Volatility 1M:   256.71%
Volatility 6M:   194.52%
Volatility 1Y:   174.26%
Volatility 3Y:   -