JP Morgan Put 230 NXPI 20.12.2024
/ DE000JK468B5
JP Morgan Put 230 NXPI 20.12.2024/ DE000JK468B5 /
| 29/07/2024 12:18:25 |
Chg.- |
Bid13:05:38 |
Ask13:05:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.05
Bid Size: 2,000 |
1.15
Ask Size: 2,000 |
NXP Semiconductors N... |
230.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK468B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-2.14 |
| Time value: |
1.14 |
| Break-even: |
201.22 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.14 |
| Spread %: |
13.89% |
| Delta: |
-0.28 |
| Theta: |
-0.06 |
| Omega: |
-5.81 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.94% |
| 1 Month |
|
|
+13.83% |
| 3 Months |
|
|
-27.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.93 |
| 1M High / 1M Low: |
1.30 |
0.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
