JP Morgan Put 260 NXPI 20.12.2024
/ DE000JK4JZA6
JP Morgan Put 260 NXPI 20.12.2024/ DE000JK4JZA6 /
| 11/12/2024 8:59:28 AM |
Chg.+0.49 |
Bid10:31:14 AM |
Ask10:31:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
+18.70% |
3.14
Bid Size: 500 |
3.29
Ask Size: 500 |
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: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
3.08 |
| Time value: |
0.29 |
| Break-even: |
210.13 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
4.66% |
| Delta: |
-0.79 |
| Theta: |
-0.11 |
| Omega: |
-4.97 |
| Rho: |
-0.21 |
Quote data
| Open: |
3.11 |
| High: |
3.11 |
| Low: |
3.11 |
| Previous Close: |
2.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.89% |
| 1 Month |
|
|
+11.47% |
| 3 Months |
|
|
+5.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
2.50 |
| 1M High / 1M Low: |
3.49 |
1.84 |
| 6M High / 6M Low: |
3.74 |
1.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.05% |
| Volatility 6M: |
|
216.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
