JP Morgan Call 320 NXPI 20.12.2024
/ DE000JK468R1
JP Morgan Call 320 NXPI 20.12.202.../ DE000JK468R1 /
| 7/29/2024 12:18:24 PM |
Chg.- |
Bid1:05:38 PM |
Ask1:05:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.570
Bid Size: 2,000 |
0.720
Ask Size: 2,000 |
NXP Semiconductors N... |
320.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK468R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
31.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-6.18 |
| Time value: |
0.75 |
| Break-even: |
303.27 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.20 |
| Spread %: |
36.36% |
| Delta: |
0.24 |
| Theta: |
-0.07 |
| Omega: |
7.40 |
| Rho: |
0.19 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.20% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.440 |
| 1M High / 1M Low: |
1.500 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
