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: |
|
- |