JP Morgan Call 370 NXPI 17.01.2025
/ DE000JK844V5
JP Morgan Call 370 NXPI 17.01.202.../ DE000JK844V5 /
| 2024-06-17 9:35:20 AM |
Chg.-0.080 |
Bid10:22:04 AM |
Ask10:22:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-13.79% |
0.500
Bid Size: 500 |
0.800
Ask Size: 500 |
NXP Semiconductors N... |
370.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK844V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-9.07 |
| Time value: |
0.73 |
| Break-even: |
353.00 |
| Moneyness: |
0.74 |
| Premium: |
0.38 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.28 |
| Spread %: |
62.50% |
| Delta: |
0.20 |
| Theta: |
-0.05 |
| Omega: |
7.05 |
| Rho: |
0.26 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.530 |
| 1M High / 1M Low: |
0.710 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
