JP Morgan Call 155 ABBV 16.08.2024
/ DE000JB8D378
JP Morgan Call 155 ABBV 16.08.202.../ DE000JB8D378 /
| 2024-06-07 12:47:11 PM |
Chg.+0.26 |
Bid5:17:07 PM |
Ask5:17:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+21.67% |
1.54
Bid Size: 50,000 |
1.55
Ask Size: 50,000 |
AbbVie Inc |
155.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8D37 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.25 |
| Time value: |
0.22 |
| Break-even: |
157.01 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
8.89 |
| Rho: |
0.22 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.71% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
-45.93% |
| YTD |
|
|
+39.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.68 |
| 1M High / 1M Low: |
1.36 |
0.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
2.76 |
| Low (YTD): |
2024-05-30 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
