JP Morgan Put 220 NXPI 20.12.2024/  DE000JK46877  /

EUWAX
2024-07-05  4:15:10 PM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.590EUR 0.00% -
Bid Size: -
-
Ask Size: -
NXP Semiconductors N... 220.00 USD 2024-12-20 Put
 

Master data

WKN: JK4687
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.68
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -5.30
Time value: 0.76
Break-even: 195.36
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.59
Spread abs.: 0.20
Spread %: 35.71%
Delta: -0.16
Theta: -0.05
Omega: -5.49
Rho: -0.23
 

Quote data

Open: 0.550
High: 0.590
Low: 0.520
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.90%
1 Month
  -6.35%
3 Months
  -63.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.590
1M High / 1M Low: 0.750 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.627
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -