JP Morgan Put 124 NVO 18.10.2024
/ DE000JT6ZWM0
JP Morgan Put 124 NVO 18.10.2024/ DE000JT6ZWM0 /
| 10/16/2024 1:51:29 PM |
Chg.- |
Bid8:01:03 AM |
Ask8:01:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
124.00 - |
10/18/2024 |
Put |
Master data
| WKN: |
JT6ZWM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
124.00 - |
| Maturity: |
10/18/2024 |
| Issue date: |
8/27/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.28 |
| Parity: |
0.55 |
| Time value: |
0.06 |
| Break-even: |
108.09 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
6.51 |
| Spread abs.: |
-0.02 |
| Spread %: |
-3.17% |
| Delta: |
-0.81 |
| Theta: |
-0.80 |
| Omega: |
-14.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.02% |
| 1 Month |
|
|
+454.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.360 |
| 1M High / 1M Low: |
0.850 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
733.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
