JP Morgan Call 300 NXPI 20.09.2024
/ DE000JK2CYP6
JP Morgan Call 300 NXPI 20.09.202.../ DE000JK2CYP6 /
8/30/2024 10:03:11 AM |
Chg.- |
Bid12:08:30 PM |
Ask12:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
- |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
300.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JK2CYP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/7/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
99.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.33 |
Parity: |
-4.26 |
Time value: |
0.23 |
Break-even: |
273.92 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
36.80 |
Spread abs.: |
0.20 |
Spread %: |
721.43% |
Delta: |
0.14 |
Theta: |
-0.21 |
Omega: |
14.14 |
Rho: |
0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.012 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.87% |
1 Month |
|
|
-73.13% |
3 Months |
|
|
-97.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.012 |
1M High / 1M Low: |
0.120 |
0.012 |
6M High / 6M Low: |
1.300 |
0.012 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.643 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,077.36% |
Volatility 6M: |
|
507.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |