JP Morgan Put 5 NVAX 17.01.2025
/ DE000JL6AYK1
JP Morgan Put 5 NVAX 17.01.2025/ DE000JL6AYK1 /
| 07/06/2024 21:50:11 |
Chg.+0.005 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+17.86% |
-
Bid Size: - |
-
Ask Size: - |
Novavax Inc |
5.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JL6AYK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novavax Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
23/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.57 |
| Historic volatility: |
1.27 |
| Parity: |
-1.18 |
| Time value: |
0.23 |
| Break-even: |
2.70 |
| Moneyness: |
0.30 |
| Premium: |
0.84 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.20 |
| Spread %: |
596.97% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-0.39 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.028 |
| High: |
0.035 |
| Low: |
0.027 |
| Previous Close: |
0.028 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-79.38% |
| 3 Months |
|
|
-79.38% |
| YTD |
|
|
-83.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.022 |
| 1M High / 1M Low: |
0.160 |
0.022 |
| 6M High / 6M Low: |
0.220 |
0.022 |
| High (YTD): |
08/02/2024 |
0.220 |
| Low (YTD): |
05/06/2024 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.11% |
| Volatility 6M: |
|
133.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
