JP Morgan Put 250 NXPI 18.10.2024
/ DE000JK43JP4
JP Morgan Put 250 NXPI 18.10.2024/ DE000JK43JP4 /
| 8/14/2024 12:12:02 PM |
Chg.-0.29 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
-16.96% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
250.00 USD |
10/18/2024 |
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: |
10/18/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
10/17/2024 |
| 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: |
|
- |
