JP Morgan Put 170 ABBV 16.08.2024
/ DE000JK1S453
JP Morgan Put 170 ABBV 16.08.2024/ DE000JK1S453 /
| 5/31/2024 12:38:25 PM |
Chg.- |
Bid11:31:49 AM |
Ask11:31:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
1.09
Bid Size: 7,500 |
1.11
Ask Size: 7,500 |
AbbVie Inc |
170.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK1S45 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.81 |
| Time value: |
0.27 |
| Break-even: |
145.84 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
-0.64 |
| Theta: |
-0.03 |
| Omega: |
-8.74 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+28.18% |
| 3 Months |
|
|
+143.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.33 |
| 1M High / 1M Low: |
1.57 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
476.19 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
