JP Morgan Call 175 ABBV 16.08.2024
/ DE000JB8D3C2
JP Morgan Call 175 ABBV 16.08.202.../ DE000JB8D3C2 /
| 2024-06-07 12:47:11 PM |
Chg.+0.100 |
Bid6:23:16 PM |
Ask6:23:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+43.48% |
0.350
Bid Size: 75,000 |
0.360
Ask Size: 75,000 |
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: |
49.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.59 |
| Time value: |
0.31 |
| Break-even: |
163.79 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
18.42 |
| Rho: |
0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+240.21% |
| 1 Month |
|
|
+32.00% |
| 3 Months |
|
|
-75.19% |
| YTD |
|
|
-10.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.097 |
| 1M High / 1M Low: |
0.300 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
1.360 |
| Low (YTD): |
2024-05-30 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
