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JP Morgan Put 140 NXPI 17.01.2025/  DE000JL02KN1  /

EUWAX
2024-06-19  4:50:28 PM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.068EUR - -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 140.00 - 2025-01-17 Put
 

Master data

WKN: JL02KN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.30
Parity: -10.80
Time value: 0.77
Break-even: 132.30
Moneyness: 0.56
Premium: 0.47
Premium p.a.: 0.99
Spread abs.: 0.70
Spread %: 1,032.35%
Delta: -0.09
Theta: -0.05
Omega: -2.95
Rho: -0.17
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.075
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.25%
3 Months
  -62.22%
YTD
  -84.89%
1 Year
  -93.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.085 0.059
6M High / 6M Low: 0.690 0.059
High (YTD): 2024-01-17 0.690
Low (YTD): 2024-05-28 0.059
52W High: 2023-10-30 1.490
52W Low: 2024-05-28 0.059
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   180.34%
Volatility 6M:   167.98%
Volatility 1Y:   136.01%
Volatility 3Y:   -