OverviewChartNewsTraderScreen

JP Morgan Put 220 NXPI 19.07.2024/  DE000JL9NGY6  /

EUWAX
2024-05-17  9:20:49 AM Chg.+0.016 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.082EUR +24.24% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 220.00 USD 2024-07-19 Put
 

Master data

WKN: JL9NGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 2024-07-19
Issue date: 2023-08-09
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -92.20
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -4.36
Time value: 0.27
Break-even: 199.75
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 1.76
Spread abs.: 0.18
Spread %: 225.84%
Delta: -0.11
Theta: -0.07
Omega: -10.51
Rho: -0.05
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.76%
1 Month
  -92.87%
3 Months
  -92.99%
YTD
  -94.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.066
1M High / 1M Low: 1.640 0.066
6M High / 6M Low: 2.870 0.066
High (YTD): 2024-01-17 2.530
Low (YTD): 2024-05-16 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   1.360
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.17%
Volatility 6M:   228.99%
Volatility 1Y:   -
Volatility 3Y:   -