JP Morgan Put 270 NXPI 18.10.2024
/ DE000JK99XG6
JP Morgan Put 270 NXPI 18.10.2024/ DE000JK99XG6 /
| 2024-07-30 10:20:04 AM |
Chg.-0.02 |
Bid5:12:39 PM |
Ask5:12:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-0.91% |
2.40
Bid Size: 20,000 |
2.43
Ask Size: 20,000 |
NXP Semiconductors N... |
270.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK99XG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.30 |
| Parity: |
1.56 |
| Time value: |
0.58 |
| Break-even: |
228.21 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
4.52% |
| Delta: |
-0.63 |
| Theta: |
-0.06 |
| Omega: |
-6.90 |
| Rho: |
-0.37 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.33% |
| 1 Month |
|
|
+11.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
1.89 |
| 1M High / 1M Low: |
2.64 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
