JP Morgan Put 130 ABBV 20.09.2024
/ DE000JB5SLV1
JP Morgan Put 130 ABBV 20.09.2024/ DE000JB5SLV1 /
| 6/21/2024 8:26:53 AM |
Chg.-0.001 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
130.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB5SLV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-284.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
-3.78 |
| Time value: |
0.06 |
| Break-even: |
121.02 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
115.38% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-13.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.14% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-69.62% |
| YTD |
|
|
-93.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.024 |
| 1M High / 1M Low: |
0.100 |
0.024 |
| 6M High / 6M Low: |
0.450 |
0.024 |
| High (YTD): |
1/2/2024 |
0.380 |
| Low (YTD): |
6/21/2024 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.13% |
| Volatility 6M: |
|
196.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
