JP Morgan Call 230 NXPI 19.07.2024
/ DE000JL9U2B3
JP Morgan Call 230 NXPI 19.07.202.../ DE000JL9U2B3 /
| 2024-05-30 8:38:10 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
230.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JL9U2B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.30 |
| Parity: |
3.69 |
| Time value: |
0.64 |
| Break-even: |
258.41 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
3.59% |
| Delta: |
0.81 |
| Theta: |
-0.27 |
| Omega: |
4.73 |
| Rho: |
0.12 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
4.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.44% |
| 3 Months |
|
|
+49.82% |
| YTD |
|
|
+77.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.78 |
4.09 |
| 6M High / 6M Low: |
4.78 |
1.00 |
| High (YTD): |
2024-05-23 |
4.78 |
| Low (YTD): |
2024-04-22 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.38% |
| Volatility 6M: |
|
220.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
