JP Morgan Call 230 NXPI 18.10.2024
/ DE000JK42462
JP Morgan Call 230 NXPI 18.10.202.../ DE000JK42462 /
| 2024-07-02 9:52:14 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
230.00 - |
2024-10-18 |
Call |
Master data
| WKN: |
JK4246 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
2.60 |
| Time value: |
1.59 |
| Break-even: |
271.90 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
3.71% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
4.39 |
| Rho: |
0.40 |
Quote data
| Open: |
3.98 |
| High: |
3.98 |
| Low: |
3.98 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.45% |
| 1 Month |
|
|
-16.03% |
| 3 Months |
|
|
+31.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.54 |
3.98 |
| 1M High / 1M Low: |
5.70 |
3.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
