JP Morgan Call 240 NXPI 20.12.2024
/ DE000JK4APH1
JP Morgan Call 240 NXPI 20.12.202.../ DE000JK4APH1 /
| 08/10/2024 08:49:53 |
Chg.-0.11 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-7.10% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
240.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK4APH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-0.47 |
| Time value: |
1.41 |
| Break-even: |
232.81 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.09 |
| Spread %: |
6.90% |
| Delta: |
0.50 |
| Theta: |
-0.12 |
| Omega: |
7.63 |
| Rho: |
0.19 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.11% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
-69.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.37 |
| 1M High / 1M Low: |
1.97 |
1.27 |
| 6M High / 6M Low: |
5.47 |
1.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.57% |
| Volatility 6M: |
|
190.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
