JP Morgan Call 175 ABBV 16.08.2024
/ DE000JB8D3C2
JP Morgan Call 175 ABBV 16.08.202.../ DE000JB8D3C2 /
| 2024-05-29 11:54:46 AM |
Chg.-0.025 |
Bid6:15:02 PM |
Ask6:15:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-26.04% |
0.074
Bid Size: 50,000 |
0.084
Ask Size: 50,000 |
AbbVie Inc |
175.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8D3C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
143.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.81 |
| Time value: |
0.10 |
| Break-even: |
162.27 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
21.95% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
20.50 |
| Rho: |
0.04 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.50% |
| 1 Month |
|
|
-70.42% |
| 3 Months |
|
|
-93.55% |
| YTD |
|
|
-80.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.092 |
| 1M High / 1M Low: |
0.300 |
0.092 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
1.360 |
| Low (YTD): |
2024-05-27 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
