JP Morgan Call 280 NXPI 20.09.2024
/ DE000JK1C9Y2
JP Morgan Call 280 NXPI 20.09.202.../ DE000JK1C9Y2 /
| 27/06/2024 08:13:02 |
Chg.-0.17 |
Bid11:21:20 |
Ask11:21:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-12.14% |
1.24
Bid Size: 500 |
1.34
Ask Size: 500 |
NXP Semiconductors N... |
280.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK1C9Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-0.92 |
| Time value: |
1.36 |
| Break-even: |
275.77 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.10 |
| Spread %: |
7.94% |
| Delta: |
0.47 |
| Theta: |
-0.11 |
| Omega: |
8.69 |
| Rho: |
0.24 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.54% |
| 1 Month |
|
|
-37.24% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.23 |
| 1M High / 1M Low: |
1.97 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
