JP Morgan Call 160 ABBV 19.07.2024
/ DE000JK89VQ0
JP Morgan Call 160 ABBV 19.07.202.../ DE000JK89VQ0 /
| 2024-06-13 8:39:04 AM |
Chg.-0.150 |
Bid5:23:09 PM |
Ask5:23:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-16.67% |
0.790
Bid Size: 75,000 |
0.800
Ask Size: 75,000 |
AbbVie Inc |
160.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK89VQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.56 |
| Time value: |
0.16 |
| Break-even: |
155.19 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
16.68 |
| Rho: |
0.11 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
+33.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.740 |
| 1M High / 1M Low: |
1.060 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
1,484.522 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
