JP Morgan Call 134 NVO 17.01.2025/  DE000JT9DPQ6  /

EUWAX
2024-10-16  10:10:01 AM Chg.-0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.330EUR -19.51% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 134.00 USD 2025-01-17 Call
 

Master data

WKN: JT9DPQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 134.00 USD
Maturity: 2025-01-17
Issue date: 2024-08-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.00
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -1.49
Time value: 0.35
Break-even: 126.62
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.85
Spread abs.: 0.04
Spread %: 11.76%
Delta: 0.30
Theta: -0.04
Omega: 9.16
Rho: 0.07
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -73.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 1.230 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -