JP Morgan Call 420 NXPI 16.01.202.../  DE000JK7RPL0  /

EUWAX
2024-07-30  11:37:44 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.05EUR - -
Bid Size: -
-
Ask Size: -
NXP Semiconductors N... 420.00 USD 2026-01-16 Call
 

Master data

WKN: JK7RPL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.21
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -15.03
Time value: 1.95
Break-even: 407.83
Moneyness: 0.61
Premium: 0.71
Premium p.a.: 0.45
Spread abs.: 1.00
Spread %: 105.26%
Delta: 0.30
Theta: -0.05
Omega: 3.70
Rho: 0.77
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -21.64%
3 Months
  -26.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 0.95
1M High / 1M Low: 1.86 0.95
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -