JP Morgan Put 110 NVO 17.01.2025
/ DE000JT8QXD2
JP Morgan Put 110 NVO 17.01.2025/ DE000JT8QXD2 /
| 10/17/2024 8:41:23 AM |
Chg.0.000 |
Bid12:42:14 PM |
Ask12:42:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
0.00% |
0.450
Bid Size: 5,000 |
-
Ask Size: - |
Novo Nordisk |
110.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT8QXD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/27/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.74 |
| Time value: |
0.46 |
| Break-even: |
96.70 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.31 |
| Theta: |
-0.04 |
| Omega: |
-7.26 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
+119.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.560 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
