JP Morgan Put 260 NXPI 20.12.2024
/ DE000JK4JZA6
JP Morgan Put 260 NXPI 20.12.2024/ DE000JK4JZA6 /
| 9/5/2024 9:05:53 AM |
Chg.-0.34 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
-10.24% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
260.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK4JZA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.33 |
| Parity: |
2.27 |
| Time value: |
0.49 |
| Break-even: |
207.13 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
3.39% |
| Delta: |
-0.67 |
| Theta: |
-0.05 |
| Omega: |
-5.16 |
| Rho: |
-0.49 |
Quote data
| Open: |
2.98 |
| High: |
2.98 |
| Low: |
2.98 |
| Previous Close: |
3.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.13% |
| 1 Month |
|
|
-9.42% |
| 3 Months |
|
|
+69.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
1.99 |
| 1M High / 1M Low: |
3.71 |
1.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
