JP Morgan Call 168 NVO 21.03.2025
/ DE000JT62AL3
JP Morgan Call 168 NVO 21.03.2025/ DE000JT62AL3 /
| 10/16/2024 4:33:34 PM |
Chg.-0.026 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-26.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
168.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT62AL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/27/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-4.61 |
| Time value: |
0.12 |
| Break-even: |
155.56 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.05 |
| Spread %: |
60.49% |
| Delta: |
0.10 |
| Theta: |
-0.02 |
| Omega: |
9.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.074 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
-82.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.074 |
| 1M High / 1M Low: |
0.430 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
