JP Morgan Put 110 ABT 15.11.2024
/ DE000JK4CPC8
JP Morgan Put 110 ABT 15.11.2024/ DE000JK4CPC8 /
| 11/10/2024 08:56:10 |
Chg.0.000 |
Bid19:18:46 |
Ask19:18:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
0.00% |
0.140
Bid Size: 75,000 |
0.150
Ask Size: 75,000 |
Abbott Laboratories |
110.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK4CPC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 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: |
-68.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-0.51 |
| Time value: |
0.16 |
| Break-even: |
99.05 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.26 |
| Theta: |
-0.04 |
| Omega: |
-17.76 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-80.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.280 |
0.130 |
| 6M High / 6M Low: |
1.010 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
7.752 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.53% |
| Volatility 6M: |
|
186.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
