JP Morgan Call 195 ABBV 20.09.202.../  DE000JB98P95  /

EUWAX
7/10/2024  3:41:41 PM Chg.-0.001 Bid9:30:09 PM Ask9:30:09 PM Underlying Strike price Expiration date Option type
0.030EUR -3.23% -
Bid Size: -
-
Ask Size: -
AbbVie Inc 195.00 USD 9/20/2024 Call
 

Master data

WKN: JB98P9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 9/20/2024
Issue date: 1/8/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 250.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -2.49
Time value: 0.06
Break-even: 180.94
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.16
Spread abs.: 0.03
Spread %: 81.08%
Delta: 0.09
Theta: -0.02
Omega: 22.26
Rho: 0.03
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -61.04%
3 Months
  -85.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.025
1M High / 1M Low: 0.093 0.025
6M High / 6M Low: 0.580 0.017
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.46%
Volatility 6M:   292.80%
Volatility 1Y:   -
Volatility 3Y:   -