JP Morgan Call 290 NXPI 20.12.2024
/ DE000JK468J8
JP Morgan Call 290 NXPI 20.12.202.../ DE000JK468J8 /
| 01/08/2024 14:42:12 |
Chg.+0.15 |
Bid18:57:05 |
Ask18:57:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+13.04% |
0.91
Bid Size: 20,000 |
0.96
Ask Size: 20,000 |
NXP Semiconductors N... |
290.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK468J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
17.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-2.89 |
| Time value: |
1.40 |
| Break-even: |
281.88 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.14 |
| Spread %: |
11.03% |
| Delta: |
0.39 |
| Theta: |
-0.09 |
| Omega: |
6.63 |
| Rho: |
0.30 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.30% |
| 1 Month |
|
|
-30.85% |
| 3 Months |
|
|
-24.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.92 |
| 1M High / 1M Low: |
2.59 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
