JP Morgan Call 300 NXPI 20.12.2024
/ DE000JK468K6
JP Morgan Call 300 NXPI 20.12.202.../ DE000JK468K6 /
| 7/30/2024 2:32:26 PM |
Chg.+0.030 |
Bid2:34:40 PM |
Ask2:34:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+3.33% |
0.920
Bid Size: 2,000 |
1.070
Ask Size: 2,000 |
NXP Semiconductors N... |
300.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK468K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
23.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-4.33 |
| Time value: |
1.01 |
| Break-even: |
287.36 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.18 |
| Spread %: |
22.47% |
| Delta: |
0.31 |
| Theta: |
-0.08 |
| Omega: |
7.14 |
| Rho: |
0.24 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.12% |
| 1 Month |
|
|
-28.46% |
| 3 Months |
|
|
-35.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.720 |
| 1M High / 1M Low: |
2.170 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
