JP Morgan Put 116 NVO 15.11.2024
/ DE000JT9PNH4
JP Morgan Put 116 NVO 15.11.2024/ DE000JT9PNH4 /
| 10/17/2024 8:56:47 AM |
Chg.-0.010 |
Bid9:08:50 AM |
Ask9:08:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-2.38% |
0.420
Bid Size: 3,000 |
-
Ask Size: - |
Novo Nordisk |
116.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JT9PNH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
116.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
9/10/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-0.19 |
| Time value: |
0.42 |
| Break-even: |
102.62 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
-0.41 |
| Theta: |
-0.08 |
| Omega: |
-10.64 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
+173.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.330 |
| 1M High / 1M Low: |
0.590 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
411.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
