JP Morgan Call 300 NXPI 18.10.2024
/ DE000JK3VX57
JP Morgan Call 300 NXPI 18.10.202.../ DE000JK3VX57 /
| 2024-07-31 10:46:50 AM |
Chg.+0.040 |
Bid4:02:24 PM |
Ask4:02:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.380
Bid Size: 15,000 |
0.420
Ask Size: 15,000 |
NXP Semiconductors N... |
300.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK3VX5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-3.94 |
| Time value: |
0.42 |
| Break-even: |
281.54 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.14 |
| Spread %: |
50.00% |
| Delta: |
0.21 |
| Theta: |
-0.07 |
| Omega: |
11.83 |
| Rho: |
0.10 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-47.44% |
| 3 Months |
|
|
-61.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.310 |
| 1M High / 1M Low: |
1.390 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
