JP Morgan Put 180 ABBV 20.06.2025
/ DE000JK2BB82
JP Morgan Put 180 ABBV 20.06.2025/ DE000JK2BB82 /
| 2024-05-31 10:37:12 AM |
Chg.- |
Bid8:42:38 AM |
Ask8:42:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
- |
2.24
Bid Size: 7,500 |
2.27
Ask Size: 7,500 |
AbbVie Inc |
180.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK2BB8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.73 |
| Time value: |
0.56 |
| Break-even: |
142.96 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-3.55 |
| Rho: |
-1.09 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.77% |
| 1 Month |
|
|
+10.08% |
| 3 Months |
|
|
+40.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.57 |
| 1M High / 1M Low: |
2.79 |
2.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
