JP Morgan Put 250 NXPI 18.10.2024
/ DE000JK43JP4
JP Morgan Put 250 NXPI 18.10.2024/ DE000JK43JP4 /
14/08/2024 12:12:02 |
Chg.-0.29 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
-16.96% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
250.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JK43JP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
04/03/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.33 |
Historic volatility: |
0.33 |
Parity: |
0.44 |
Time value: |
0.96 |
Break-even: |
213.44 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.09 |
Spread %: |
6.99% |
Delta: |
-0.51 |
Theta: |
-0.08 |
Omega: |
-8.16 |
Rho: |
-0.23 |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.42% |
1 Month |
|
|
+77.50% |
3 Months |
|
|
+11.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.11 |
1.71 |
1M High / 1M Low: |
2.38 |
0.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
551.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |