JP Morgan Put 128 NVO 20.12.2024
/ DE000JT8CSG5
JP Morgan Put 128 NVO 20.12.2024/ DE000JT8CSG5 /
16/10/2024 08:39:39 |
Chg.+0.12 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.23EUR |
+10.81% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
128.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JT8CSG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
128.00 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: |
-9.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
0.94 |
Time value: |
0.25 |
Break-even: |
105.71 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
-0.03 |
Spread %: |
-2.46% |
Delta: |
-0.67 |
Theta: |
-0.04 |
Omega: |
-6.11 |
Rho: |
-0.15 |
Quote data
Open: |
1.23 |
High: |
1.23 |
Low: |
1.23 |
Previous Close: |
1.11 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.65% |
1 Month |
|
|
+141.18% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.23 |
1.08 |
1M High / 1M Low: |
1.42 |
0.51 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |