JP Morgan Put 140 ABBV 16.08.2024
/ DE000JB8D345
JP Morgan Put 140 ABBV 16.08.2024/ DE000JB8D345 /
| 6/7/2024 12:47:10 PM |
Chg.-0.020 |
Bid4:51:24 PM |
Ask4:51:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-35.71% |
0.032
Bid Size: 25,000 |
0.047
Ask Size: 25,000 |
AbbVie Inc |
140.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB8D34 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-251.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-2.62 |
| Time value: |
0.06 |
| Break-even: |
127.92 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.03 |
| Spread %: |
81.08% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-16.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.31% |
| 1 Month |
|
|
-72.31% |
| 3 Months |
|
|
-62.11% |
| YTD |
|
|
-93.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.056 |
| 1M High / 1M Low: |
0.170 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
0.560 |
| Low (YTD): |
5/20/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
