JP Morgan Call 165 ABBV 19.07.2024
/ DE000JK8RAZ0
JP Morgan Call 165 ABBV 19.07.202.../ DE000JK8RAZ0 /
| 07/06/2024 16:37:46 |
Chg.+0.250 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+56.82% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
165.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK8RAZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.33 |
| Time value: |
0.27 |
| Break-even: |
157.46 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
17.51 |
| Rho: |
0.11 |
Quote data
| Open: |
0.630 |
| High: |
0.690 |
| Low: |
0.630 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+360.00% |
| 1 Month |
|
|
+60.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.220 |
| 1M High / 1M Low: |
0.690 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
