JP Morgan Put 120 NVO 20.12.2024
/ DE000JT8CSC4
JP Morgan Put 120 NVO 20.12.2024/ DE000JT8CSC4 /
| 16/10/2024 08:39:37 |
Chg.+0.090 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+13.24% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JT8CSC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.20 |
| Time value: |
0.55 |
| Break-even: |
102.76 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.60% |
| Delta: |
-0.50 |
| Theta: |
-0.05 |
| Omega: |
-7.23 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
+148.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.670 |
| 1M High / 1M Low: |
0.930 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
