JP Morgan Call 250 NXPI 19.07.2024
/ DE000JL9U2C1
JP Morgan Call 250 NXPI 19.07.202.../ DE000JL9U2C1 /
| 2024-06-21 3:57:16 PM |
Chg.-0.60 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-23.53% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
250.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JL9U2C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.82 |
| Time value: |
0.45 |
| Break-even: |
256.54 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.14 |
| Spread %: |
6.58% |
| Delta: |
0.77 |
| Theta: |
-0.17 |
| Omega: |
8.57 |
| Rho: |
0.13 |
Quote data
| Open: |
1.89 |
| High: |
1.95 |
| Low: |
1.89 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.34% |
| 1 Month |
|
|
-37.70% |
| 3 Months |
|
|
+13.37% |
| YTD |
|
|
+30.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
1.95 |
| 1M High / 1M Low: |
3.46 |
1.95 |
| 6M High / 6M Low: |
3.46 |
0.49 |
| High (YTD): |
2024-06-13 |
3.46 |
| Low (YTD): |
2024-04-22 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
36.71 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.40% |
| Volatility 6M: |
|
264.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
