JP Morgan Put 230 NXPI 19.07.2024
/ DE000JB7R2R7
JP Morgan Put 230 NXPI 19.07.2024/ DE000JB7R2R7 /
6/21/2024 11:21:43 AM |
Chg.+0.042 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.095EUR |
+79.25% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
230.00 USD |
7/19/2024 |
Put |
Master data
WKN: |
JB7R2R |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
12/18/2023 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-107.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.30 |
Parity: |
-3.69 |
Time value: |
0.23 |
Break-even: |
212.77 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
6.07 |
Spread abs.: |
0.19 |
Spread %: |
400.00% |
Delta: |
-0.12 |
Theta: |
-0.13 |
Omega: |
-13.00 |
Rho: |
-0.02 |
Quote data
Open: |
0.095 |
High: |
0.095 |
Low: |
0.095 |
Previous Close: |
0.053 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.94% |
1 Month |
|
|
+39.71% |
3 Months |
|
|
-90.69% |
YTD |
|
|
-94.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.053 |
1M High / 1M Low: |
0.140 |
0.042 |
6M High / 6M Low: |
2.990 |
0.042 |
High (YTD): |
1/5/2024 |
2.990 |
Low (YTD): |
6/13/2024 |
0.042 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.209 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
547.80% |
Volatility 6M: |
|
312.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |