JP Morgan Call 115 ABT 21.02.2025
/ DE000JT2SGG9
JP Morgan Call 115 ABT 21.02.2025/ DE000JT2SGG9 /
| 1/24/2025 10:50:10 AM |
Chg.+0.450 |
Bid8:35:46 PM |
Ask8:35:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+109.76% |
1.000
Bid Size: 50,000 |
1.010
Ask Size: 50,000 |
Abbott Laboratories |
115.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT2SGG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
0.09 |
| Break-even: |
119.21 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
11.43 |
| Rho: |
0.07 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+218.52% |
| 1 Month |
|
|
+115.00% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
+120.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.240 |
| 1M High / 1M Low: |
0.430 |
0.180 |
| 6M High / 6M Low: |
0.950 |
0.180 |
| High (YTD): |
1/22/2025 |
0.430 |
| Low (YTD): |
1/16/2025 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.30% |
| Volatility 6M: |
|
273.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |