JP Morgan Call 420 NXPI 16.01.2026
/ DE000JK7RPL0
JP Morgan Call 420 NXPI 16.01.202.../ DE000JK7RPL0 /
| 7/5/2024 4:14:59 PM |
Chg.- |
Bid10:09:23 AM |
Ask10:09:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
- |
1.50
Bid Size: 500 |
2.20
Ask Size: 500 |
NXP Semiconductors N... |
420.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
4/11/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-13.20 |
| Time value: |
2.21 |
| Break-even: |
410.06 |
| Moneyness: |
0.66 |
| Premium: |
0.60 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.70 |
| Spread %: |
46.36% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
3.81 |
| Rho: |
0.95 |
Quote data
| Open: |
1.52 |
| High: |
1.59 |
| Low: |
1.45 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.33 |
| 1M High / 1M Low: |
1.73 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
