JP Morgan Call 360 NXPI 20.06.2025
/ DE000JK456L9
JP Morgan Call 360 NXPI 20.06.202.../ DE000JK456L9 /
| 31/07/2024 12:35:41 |
Chg.-0.010 |
Bid07:47:10 |
Ask07:47:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-1.18% |
1.020
Bid Size: 1,000 |
1.720
Ask Size: 1,000 |
NXP Semiconductors N... |
360.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK456L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-9.49 |
| Time value: |
1.15 |
| Break-even: |
344.32 |
| Moneyness: |
0.72 |
| Premium: |
0.45 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.46 |
| Spread %: |
67.57% |
| Delta: |
0.26 |
| Theta: |
-0.05 |
| Omega: |
5.38 |
| Rho: |
0.45 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-35.38% |
| 3 Months |
|
|
-35.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.700 |
| 1M High / 1M Low: |
1.680 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
