JP Morgan Call 250 NXPI 18.10.2024
/ DE000JK3UX09
JP Morgan Call 250 NXPI 18.10.202.../ DE000JK3UX09 /
| 2024-07-30 10:47:57 AM |
Chg.+0.02 |
Bid2:32:00 PM |
Ask2:32:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
+1.04% |
1.98
Bid Size: 2,000 |
2.06
Ask Size: 2,000 |
NXP Semiconductors N... |
250.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK3UX0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
1.56 |
| Break-even: |
249.65 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
5.24% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
7.32 |
| Rho: |
0.26 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
1.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.28% |
| 1 Month |
|
|
-28.68% |
| 3 Months |
|
|
-33.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.67 |
| 1M High / 1M Low: |
4.07 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
