JP Morgan Call 360 NXPI 16.01.2026
/ DE000JK7KHA5
JP Morgan Call 360 NXPI 16.01.202.../ DE000JK7KHA5 /
7/31/2024 12:59:00 PM |
Chg.+0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.85EUR |
+0.54% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
360.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JK7KHA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/3/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.30 |
Parity: |
-9.49 |
Time value: |
2.21 |
Break-even: |
354.95 |
Moneyness: |
0.72 |
Premium: |
0.49 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.65 |
Spread %: |
41.42% |
Delta: |
0.36 |
Theta: |
-0.05 |
Omega: |
3.90 |
Rho: |
0.94 |
Quote data
Open: |
1.85 |
High: |
1.85 |
Low: |
1.85 |
Previous Close: |
1.84 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.04% |
1 Month |
|
|
-19.21% |
3 Months |
|
|
-18.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.99 |
1.66 |
1M High / 1M Low: |
2.95 |
1.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |