JP Morgan Put 100 ABT 15.11.2024
/ DE000JK4CP91
JP Morgan Put 100 ABT 15.11.2024/ DE000JK4CP91 /
2024-08-16 8:42:37 AM |
Chg.-0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-18.75% |
- Bid Size: - |
- Ask Size: - |
Abbott Laboratories |
100.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK4CP9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 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: |
-77.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-1.00 |
Time value: |
0.13 |
Break-even: |
89.38 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
-0.17 |
Theta: |
-0.02 |
Omega: |
-13.48 |
Rho: |
-0.05 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.00% |
1 Month |
|
|
-63.89% |
3 Months |
|
|
-59.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.130 |
1M High / 1M Low: |
0.420 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.258 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
342.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |