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JP Morgan Put 124 NVO 17.01.2025/  DE000JT6XWM5  /

EUWAX
9/13/2024  12:52:51 PM Chg.-0.060 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.470EUR -11.32% -
Bid Size: -		 -
Ask Size: -		 Novo Nordisk 124.00 USD 1/17/2025 Put
 

Master data

WKN: JT6XWM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Novo Nordisk
Type: Warrant
Option type: Put
Strike price: 124.00 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: -24.04
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -1.17
Time value: 0.51
Break-even: 106.81
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.45
Spread abs.: 0.07
Spread %: 16.33%
Delta: -0.27
Theta: -0.03
Omega: -6.50
Rho: -0.13
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.40%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.470
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
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:   -