JP Morgan Call 165 ABBV 24.05.2024
/ DE000JK756P3
JP Morgan Call 165 ABBV 24.05.202.../ DE000JK756P3 /
| 2024-05-20 11:12:39 AM |
Chg.+0.090 |
Bid9:12:55 PM |
Ask9:12:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+39.13% |
0.240
Bid Size: 75,000 |
0.250
Ask Size: 75,000 |
AbbVie Inc |
165.00 USD |
2024-05-24 |
Call |
Master data
| WKN: |
JK756P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-05-24 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-05-23 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
0.13 |
| Time value: |
0.21 |
| Break-even: |
155.16 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
2.46 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.59 |
| Theta: |
-0.33 |
| Omega: |
26.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.38% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
