JP Morgan Put 5 NVAX 17.01.2025
/ DE000JL6AYK1
JP Morgan Put 5 NVAX 17.01.2025/ DE000JL6AYK1 /
| 2024-05-17 9:51:23 PM |
Chg.+0.003 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
+7.50% |
-
Bid Size: - |
-
Ask Size: - |
Novavax Inc |
5.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.98 |
| Historic volatility: |
1.24 |
| Parity: |
-0.70 |
| Time value: |
0.19 |
| Break-even: |
3.10 |
| Moneyness: |
0.42 |
| Premium: |
0.74 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.15 |
| Spread %: |
341.86% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-0.54 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.047 |
| Low: |
0.040 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.85% |
| 1 Month |
|
|
-77.37% |
| 3 Months |
|
|
-79.52% |
| YTD |
|
|
-78.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.040 |
| 1M High / 1M Low: |
0.190 |
0.040 |
| 6M High / 6M Low: |
0.220 |
0.040 |
| High (YTD): |
2024-02-08 |
0.220 |
| Low (YTD): |
2024-05-16 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.180 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.59% |
| Volatility 6M: |
|
116.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
