JP Morgan Put 130 NVO 16.01.2026
/ DE000JT67478
JP Morgan Put 130 NVO 16.01.2026/ DE000JT67478 /
| 17/10/2024 08:30:44 |
Chg.-0.03 |
Bid11:50:02 |
Ask11:50:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
-1.40% |
2.12
Bid Size: 5,000 |
-
Ask Size: - |
Novo Nordisk |
130.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
JT6747 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
27/08/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
1.10 |
| Time value: |
0.83 |
| Break-even: |
100.38 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-2.76 |
| Rho: |
-0.91 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.94% |
| 1 Month |
|
|
+43.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.99 |
| 1M High / 1M Low: |
2.27 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
