JP Morgan Put 280 NXPI 20.12.2024
/ DE000JT1QNV0
JP Morgan Put 280 NXPI 20.12.2024/ DE000JT1QNV0 /
| 7/31/2024 12:24:37 PM |
Chg.0.00 |
Bid6:14:23 PM |
Ask6:14:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
0.00% |
3.07
Bid Size: 20,000 |
3.12
Ask Size: 20,000 |
NXP Semiconductors N... |
280.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JT1QNV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
2.09 |
| Time value: |
1.35 |
| Break-even: |
224.49 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
4.20% |
| Delta: |
-0.56 |
| Theta: |
-0.07 |
| Omega: |
-3.88 |
| Rho: |
-0.65 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.47% |
| 1 Month |
|
|
+10.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.13 |
| 1M High / 1M Low: |
3.69 |
1.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
