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JP Morgan Call 165 NVO 20.06.2025/  DE000JT91HC6  /

EUWAX
16/09/2024  09:51:03 Chg.-0.010 Bid21:13:32 Ask21:13:32 Underlying Strike price Expiration date Option type
0.720EUR -1.37% 0.680
Bid Size: 50,000		 0.730
Ask Size: 50,000		 Novo Nordisk 165.00 USD 20/06/2025 Call
 

Master data

WKN: JT91HC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 20/06/2025
Issue date: 11/09/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.54
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -2.53
Time value: 0.85
Break-even: 157.32
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.37
Spread abs.: 0.15
Spread %: 21.43%
Delta: 0.37
Theta: -0.03
Omega: 5.35
Rho: 0.28
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
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1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -