JP Morgan Put 240 NXPI 18.10.2024
/ DE000JK3UWZ9
JP Morgan Put 240 NXPI 18.10.2024/ DE000JK3UWZ9 /
| 05/09/2024 10:44:13 |
Chg.- |
Bid10:14:13 |
Ask10:14:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
1.44
Bid Size: 500 |
1.54
Ask Size: 500 |
NXP Semiconductors N... |
240.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK3UWZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.30 |
| Time value: |
1.12 |
| Break-even: |
201.80 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.09 |
| Spread %: |
6.77% |
| Delta: |
-0.50 |
| Theta: |
-0.14 |
| Omega: |
-7.43 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.76% |
| 1 Month |
|
|
-24.68% |
| 3 Months |
|
|
+87.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
0.55 |
| 1M High / 1M Low: |
1.64 |
0.55 |
| 6M High / 6M Low: |
3.21 |
0.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
664.49% |
| Volatility 6M: |
|
373.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
