JP Morgan Put 105 NVO 20.06.2025/  DE000JT834Z8  /

EUWAX
9/13/2024  9:47:25 AM Chg.-0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.330EUR -10.81% -
Bid Size: -
-
Ask Size: -
Novo Nordisk 105.00 USD 6/20/2025 Put
 

Master data

WKN: JT834Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Put
Strike price: 105.00 USD
Maturity: 6/20/2025
Issue date: 9/11/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.91
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.27
Parity: -2.89
Time value: 0.50
Break-even: 89.83
Moneyness: 0.77
Premium: 0.27
Premium p.a.: 0.37
Spread abs.: 0.18
Spread %: 57.14%
Delta: -0.17
Theta: -0.02
Omega: -4.16
Rho: -0.20
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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