JP Morgan Put 5 NVAX 18.10.2024
/ DE000JK3BM21
JP Morgan Put 5 NVAX 18.10.2024/ DE000JK3BM21 /
| 2024-06-07 9:50:06 PM |
Chg.+0.007 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
+58.33% |
-
Bid Size: - |
-
Ask Size: - |
Novavax Inc |
5.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK3BM2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Novavax Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.51 |
| Historic volatility: |
1.27 |
| Parity: |
-1.22 |
| Time value: |
0.12 |
| Break-even: |
3.43 |
| Moneyness: |
0.28 |
| Premium: |
0.80 |
| Premium p.a.: |
4.05 |
| Spread abs.: |
0.10 |
| Spread %: |
531.58% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-0.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.022 |
| Low: |
0.011 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-85.38% |
| 3 Months |
|
|
-86.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.010 |
| 1M High / 1M Low: |
0.130 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
45.455 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
