JP Morgan Put 220 NXPI 20.09.2024
/ DE000JK1C9S4
JP Morgan Put 220 NXPI 20.09.2024/ DE000JK1C9S4 /
| 07/06/2024 08:13:46 |
Chg.+0.050 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+20.83% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
220.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK1C9S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-4.83 |
| Time value: |
0.43 |
| Break-even: |
199.37 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.15 |
| Spread %: |
53.57% |
| Delta: |
-0.14 |
| Theta: |
-0.06 |
| Omega: |
-7.91 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-46.30% |
| 3 Months |
|
|
-69.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.240 |
| 1M High / 1M Low: |
0.540 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
