JP Morgan Put 125 ABBV 20.09.2024
/ DE000JB5T685
JP Morgan Put 125 ABBV 20.09.2024/ DE000JB5T685 /
| 2024-06-14 12:56:45 PM |
Chg.0.000 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
125.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5T68 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-330.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-4.07 |
| Time value: |
0.05 |
| Break-even: |
116.29 |
| Moneyness: |
0.74 |
| Premium: |
0.26 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
142.86% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-12.66 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
-35.90% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-91.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.020 |
| 1M High / 1M Low: |
0.071 |
0.020 |
| 6M High / 6M Low: |
0.360 |
0.020 |
| High (YTD): |
2024-01-02 |
0.300 |
| Low (YTD): |
2024-06-11 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.66% |
| Volatility 6M: |
|
192.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
