JP Morgan Call 165 ABBV 20.09.2024
/ DE000JB5SLZ2
JP Morgan Call 165 ABBV 20.09.202.../ DE000JB5SLZ2 /
| 9/13/2024 8:26:59 AM |
Chg.-0.12 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
165.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JB5SLZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
2.64 |
| Time value: |
-0.24 |
| Break-even: |
172.98 |
| Moneyness: |
1.18 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.56 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-1.86% |
| 3 Months |
|
|
+247.37% |
| YTD |
|
|
+256.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.63 |
| 1M High / 1M Low: |
3.09 |
2.56 |
| 6M High / 6M Low: |
3.09 |
0.30 |
| High (YTD): |
9/11/2024 |
3.09 |
| Low (YTD): |
5/30/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
275.59 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.28% |
| Volatility 6M: |
|
207.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
