JP Morgan Call 270 NXPI 20.12.2024
/ DE000JK468G4
JP Morgan Call 270 NXPI 20.12.202.../ DE000JK468G4 /
| 9/5/2024 5:14:48 PM |
Chg.+0.060 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+7.79% |
-
Bid Size: - |
-
Ask Size: - |
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: |
21.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-3.17 |
| Time value: |
0.97 |
| Break-even: |
253.33 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.14 |
| Spread %: |
16.30% |
| Delta: |
0.33 |
| Theta: |
-0.09 |
| Omega: |
7.30 |
| Rho: |
0.18 |
Quote data
| Open: |
0.900 |
| High: |
0.910 |
| Low: |
0.830 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.41% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
-68.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.770 |
| 1M High / 1M Low: |
1.640 |
0.750 |
| 6M High / 6M Low: |
3.570 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.216 |
| Avg. volume 6M: |
|
5.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.47% |
| Volatility 6M: |
|
228.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
