JP Morgan Call 152 NVO 16.01.2026
/ DE000JT674M6
JP Morgan Call 152 NVO 16.01.2026/ DE000JT674M6 /
10/16/2024 4:33:52 PM |
Chg.-0.110 |
Bid7:48:57 AM |
Ask7:48:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-11.58% |
0.870 Bid Size: 2,000 |
- Ask Size: - |
Novo Nordisk |
152.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JT674M |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
152.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
8/27/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
-3.14 |
Time value: |
0.98 |
Break-even: |
149.46 |
Moneyness: |
0.78 |
Premium: |
0.38 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.10 |
Spread %: |
11.36% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
4.23 |
Rho: |
0.40 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.840 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-51.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.840 |
1M High / 1M Low: |
1.730 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |