JP Morgan Put 135 ABBV 16.08.2024
/ DE000JB8D337
JP Morgan Put 135 ABBV 16.08.2024/ DE000JB8D337 /
| 2024-06-07 12:47:10 PM |
Chg.-0.014 |
Bid6:30:16 PM |
Ask6:30:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-37.84% |
0.027
Bid Size: 25,000 |
0.042
Ask Size: 25,000 |
AbbVie Inc |
135.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8D33 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-292.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
-3.08 |
| Time value: |
0.05 |
| Break-even: |
123.42 |
| Moneyness: |
0.80 |
| Premium: |
0.20 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.03 |
| Spread %: |
130.43% |
| Delta: |
-0.05 |
| Theta: |
-0.02 |
| Omega: |
-15.21 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.29% |
| 1 Month |
|
|
-73.26% |
| 3 Months |
|
|
-68.06% |
| YTD |
|
|
-94.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.037 |
| 1M High / 1M Low: |
0.110 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.450 |
| Low (YTD): |
2024-05-20 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
