JP Morgan Call 145 NVO 20.12.2024
/ DE000JT8CSU6
JP Morgan Call 145 NVO 20.12.2024/ DE000JT8CSU6 /
10/16/2024 8:39:41 AM |
Chg.-0.030 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-23.08% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
145.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JT8CSU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/27/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
83.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-2.50 |
Time value: |
0.13 |
Break-even: |
134.53 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
2.39 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
0.14 |
Theta: |
-0.03 |
Omega: |
11.99 |
Rho: |
0.03 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-85.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.680 |
0.085 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |