JP Morgan Call 115 ABT 15.11.2024
/ DE000JK4CPE4
JP Morgan Call 115 ABT 15.11.2024/ DE000JK4CPE4 /
| 13/11/2024 08:44:30 |
Chg.-0.030 |
Bid15:20:01 |
Ask15:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-15.79% |
0.170
Bid Size: 15,000 |
0.180
Ask Size: 15,000 |
Abbott Laboratories |
115.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.14 |
| Time value: |
0.04 |
| Break-even: |
110.11 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.72 |
| Theta: |
-0.21 |
| Omega: |
44.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-58.97% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.140 |
| 1M High / 1M Low: |
0.540 |
0.140 |
| 6M High / 6M Low: |
0.570 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
655.68% |
| Volatility 6M: |
|
370.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
