JP Morgan Put 220 NXPI 19.07.2024
/ DE000JL9NGY6
JP Morgan Put 220 NXPI 19.07.2024/ DE000JL9NGY6 /
| 2024-06-20 9:31:46 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
220.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
JL9NGY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-140.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
-3.30 |
| Time value: |
0.18 |
| Break-even: |
218.20 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
7.48 |
| Spread abs.: |
0.15 |
| Spread %: |
592.31% |
| Delta: |
-0.11 |
| Theta: |
-0.13 |
| Omega: |
-15.83 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-57.78% |
| 3 Months |
|
|
-97.76% |
| YTD |
|
|
-98.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.019 |
| 1M High / 1M Low: |
0.082 |
0.019 |
| 6M High / 6M Low: |
2.530 |
0.019 |
| High (YTD): |
2024-01-17 |
2.530 |
| Low (YTD): |
2024-06-20 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.934 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.49% |
| Volatility 6M: |
|
278.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
