JP Morgan Call 125 ABT 15.11.2024/  DE000JK5YJF5  /

EUWAX
7/31/2024  1:35:41 PM Chg.+0.012 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.072EUR +20.00% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 125.00 USD 11/15/2024 Call
 

Master data

WKN: JK5YJF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 11/15/2024
Issue date: 3/19/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 111.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.82
Time value: 0.09
Break-even: 116.44
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.84
Spread abs.: 0.02
Spread %: 29.85%
Delta: 0.14
Theta: -0.01
Omega: 15.22
Rho: 0.04
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.00%
1 Month  
+12.50%
3 Months
  -55.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.039
1M High / 1M Low: 0.095 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   517.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -