JP Morgan Call 270 NXPI 20.12.2024
/ DE000JK468G4
JP Morgan Call 270 NXPI 20.12.202.../ DE000JK468G4 /
| 10/8/2024 12:24:02 PM |
Chg.- |
Bid7:48:23 AM |
Ask7:48:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.520
Bid Size: 1,000 |
0.720
Ask Size: 1,000 |
NXP Semiconductors N... |
270.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK468G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-3.20 |
| Time value: |
0.58 |
| Break-even: |
251.86 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.09 |
| Spread %: |
18.52% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
9.74 |
| Rho: |
0.10 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-16.42% |
| 3 Months |
|
|
-81.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.520 |
| 1M High / 1M Low: |
0.770 |
0.520 |
| 6M High / 6M Low: |
3.570 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
33.333 |
| Avg. price 6M: |
|
1.934 |
| Avg. volume 6M: |
|
11.200 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.94% |
| Volatility 6M: |
|
240.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
