JP Morgan Put 95 ABT 16.08.2024
/ DE000JB8EU48
JP Morgan Put 95 ABT 16.08.2024/ DE000JB8EU48 /
| 7/8/2024 3:54:05 PM |
Chg.- |
Bid12:40:53 PM |
Ask12:40:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Abbott Laboratories |
95.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB8EU4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-85.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-0.66 |
| Time value: |
0.11 |
| Break-even: |
86.61 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.01 |
| Spread %: |
14.58% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-17.44 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.089 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.94% |
| 1 Month |
|
|
+4.05% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-67.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.072 |
| 1M High / 1M Low: |
0.089 |
0.048 |
| 6M High / 6M Low: |
0.190 |
0.048 |
| High (YTD): |
1/3/2024 |
0.250 |
| Low (YTD): |
6/25/2024 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.25% |
| Volatility 6M: |
|
213.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
