JP Morgan Put 125 ABBV 17.01.2025
/ DE000JL7MZF1
JP Morgan Put 125 ABBV 17.01.2025/ DE000JL7MZF1 /
| 14/06/2024 11:52:16 |
Chg.- |
Bid08:35:06 |
Ask08:35:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.110
Bid Size: 5,000 |
0.140
Ask Size: 5,000 |
AbbVie Inc |
125.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JL7MZF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/07/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-112.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-4.07 |
| Time value: |
0.14 |
| Break-even: |
115.39 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
27.27% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-8.36 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
-77.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.220 |
0.099 |
| 6M High / 6M Low: |
0.590 |
0.099 |
| High (YTD): |
02/01/2024 |
0.530 |
| Low (YTD): |
07/06/2024 |
0.099 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.59% |
| Volatility 6M: |
|
161.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
