JP Morgan Put 170 4AB 21.06.2024
/ DE000JS4Q1Z0
JP Morgan Put 170 4AB 21.06.2024/ DE000JS4Q1Z0 /
| 2024-05-03 8:46:58 AM |
Chg.+0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+4.71% |
-
Bid Size: - |
-
Ask Size: - |
ABBVIE INC. D... |
170.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JS4Q1Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
1.78 |
| Time value: |
-1.06 |
| Break-even: |
162.80 |
| Moneyness: |
1.12 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.88% |
| 1 Month |
|
|
+140.54% |
| 3 Months |
|
|
+21.92% |
| YTD |
|
|
-46.71% |
| 1 Year |
|
|
-65.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.850 |
| 1M High / 1M Low: |
1.020 |
0.370 |
| 6M High / 6M Low: |
3.160 |
0.270 |
| High (YTD): |
2024-01-02 |
1.340 |
| Low (YTD): |
2024-03-28 |
0.270 |
| 52W High: |
2023-06-01 |
3.600 |
| 52W Low: |
2024-03-28 |
0.270 |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
652.667 |
| Avg. price 6M: |
|
1.214 |
| Avg. volume 6M: |
|
110.532 |
| Avg. price 1Y: |
|
1.955 |
| Avg. volume 1Y: |
|
53.749 |
| Volatility 1M: |
|
407.03% |
| Volatility 6M: |
|
207.51% |
| Volatility 1Y: |
|
154.23% |
| Volatility 3Y: |
|
- |
