JP Morgan Call 115 ABT 15.11.2024
/ DE000JK4CPE4
JP Morgan Call 115 ABT 15.11.2024/ DE000JK4CPE4 /
2024-10-09 8:44:40 AM |
Chg.- |
Bid8:24:59 AM |
Ask8:24:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
- |
- Bid Size: - |
- Ask Size: - |
Abbott Laboratories |
115.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK4CPE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
0.09 |
Time value: |
0.31 |
Break-even: |
109.03 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
2.38% |
Delta: |
0.57 |
Theta: |
-0.05 |
Omega: |
15.46 |
Rho: |
0.06 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
+133.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.260 |
1M High / 1M Low: |
0.570 |
0.250 |
6M High / 6M Low: |
0.700 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.374 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.305 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.56% |
Volatility 6M: |
|
274.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |