JP Morgan Put 250 NXPI 18.10.2024
/ DE000JK43JP4
JP Morgan Put 250 NXPI 18.10.2024/ DE000JK43JP4 /
| 15/07/2024 12:27:19 |
Chg.- |
Bid10:50:18 |
Ask10:50:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
0.600
Bid Size: 500 |
0.750
Ask Size: 500 |
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: |
-37.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-2.76 |
| Time value: |
0.69 |
| Break-even: |
222.51 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.14 |
| Spread %: |
25.00% |
| Delta: |
-0.23 |
| Theta: |
-0.07 |
| Omega: |
-8.44 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.27% |
| 1 Month |
|
|
-39.80% |
| 3 Months |
|
|
-81.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.590 |
| 1M High / 1M Low: |
1.230 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
