JP Morgan Put 115 ABT 10.01.2025
/ DE000JF0J5V0
JP Morgan Put 115 ABT 10.01.2025/ DE000JF0J5V0 /
| 1/9/2025 4:03:11 PM |
Chg.-0.070 |
Bid4:29:59 PM |
Ask4:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-33.33% |
0.140
Bid Size: 5,000 |
0.180
Ask Size: 5,000 |
Abbott Laboratories |
115.00 USD |
1/10/2025 |
Put |
Master data
| WKN: |
JF0J5V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
1/10/2025 |
| Issue date: |
1/2/2025 |
| Last trading day: |
1/9/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-67.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.17 |
| Parity: |
0.07 |
| Time value: |
0.09 |
| Break-even: |
109.86 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
19.54 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.58 |
| Theta: |
-0.61 |
| Omega: |
-39.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.140 |
| Low: |
0.110 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.210 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |