JP Morgan Call 250 NXPI 17.05.2024
/ DE000JK4UMP9
JP Morgan Call 250 NXPI 17.05.202.../ DE000JK4UMP9 /
| 2024-05-10 3:00:48 PM |
Chg.+0.12 |
Bid8:33:47 PM |
Ask8:33:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+11.54% |
1.15
Bid Size: 15,000 |
1.19
Ask Size: 15,000 |
NXP Semiconductors N... |
250.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK4UMP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.33 |
| Parity: |
0.91 |
| Time value: |
0.36 |
| Break-even: |
244.57 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.15 |
| Spread %: |
13.39% |
| Delta: |
0.71 |
| Theta: |
-0.46 |
| Omega: |
13.51 |
| Rho: |
0.03 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.11% |
| 1 Month |
|
|
-18.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.95 |
| 1M High / 1M Low: |
1.42 |
0.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
664.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
