JP Morgan Call 330 NXPI 18.10.202.../  DE000JK43JQ2  /

EUWAX
2024-07-30  2:30:20 PM Chg.0.000 Bid3:42:08 PM Ask3:42:08 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 10,000
0.190
Ask Size: 10,000
NXP Semiconductors N... 330.00 USD 2024-10-18 Call
 

Master data

WKN: JK43JQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 330.00 USD
Maturity: 2024-10-18
Issue date: 2024-03-04
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.12
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -7.10
Time value: 0.30
Break-even: 307.97
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 2.50
Spread abs.: 0.18
Spread %: 166.67%
Delta: 0.13
Theta: -0.07
Omega: 10.38
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -59.38%
3 Months
  -73.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.092
1M High / 1M Low: 0.680 0.092
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -