JP Morgan Put 180 NXPI 20.06.2025
/ DE000JT8DPU0
JP Morgan Put 180 NXPI 20.06.2025/ DE000JT8DPU0 /
10/10/2024 11:58:41 AM |
Chg.-0.060 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-6.74% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
180.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
JT8DPU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
8/13/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.34 |
Parity: |
-5.05 |
Time value: |
1.02 |
Break-even: |
154.27 |
Moneyness: |
0.77 |
Premium: |
0.28 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.27 |
Spread %: |
36.59% |
Delta: |
-0.18 |
Theta: |
-0.04 |
Omega: |
-3.75 |
Rho: |
-0.34 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.60% |
1 Month |
|
|
-23.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.850 |
1M High / 1M Low: |
1.140 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.878 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.922 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |