JP Morgan Call 260 NXPI 20.12.2024
/ DE000JK468E9
JP Morgan Call 260 NXPI 20.12.202.../ DE000JK468E9 /
| 31/07/2024 12:35:48 |
Chg.-0.03 |
Bid13:29:40 |
Ask13:29:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-1.35% |
2.23
Bid Size: 2,000 |
2.33
Ask Size: 2,000 |
NXP Semiconductors N... |
260.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK468E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.24 |
| Time value: |
2.09 |
| Break-even: |
261.29 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
7.73% |
| Delta: |
0.55 |
| Theta: |
-0.08 |
| Omega: |
6.27 |
| Rho: |
0.43 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.59% |
| 1 Month |
|
|
-21.22% |
| 3 Months |
|
|
-20.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.82 |
| 1M High / 1M Low: |
4.15 |
1.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
