JP Morgan Call 240 NXPI 19.07.2024
/ DE000JL9U2A5
JP Morgan Call 240 NXPI 19.07.202.../ DE000JL9U2A5 /
| 6/20/2024 8:38:34 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
240.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JL9U2A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
7/3/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.30 |
| Parity: |
1.60 |
| Time value: |
1.64 |
| Break-even: |
272.40 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
4.72 |
| Spread abs.: |
0.10 |
| Spread %: |
3.18% |
| Delta: |
0.65 |
| Theta: |
-0.87 |
| Omega: |
5.17 |
| Rho: |
0.05 |
Quote data
| Open: |
3.38 |
| High: |
3.38 |
| Low: |
3.38 |
| Previous Close: |
3.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.96% |
| 3 Months |
|
|
+84.70% |
| YTD |
|
|
+80.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.32 |
2.73 |
| 6M High / 6M Low: |
4.32 |
0.71 |
| High (YTD): |
6/13/2024 |
4.32 |
| Low (YTD): |
4/22/2024 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
36.93 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.63% |
| Volatility 6M: |
|
238.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
