JP Morgan Call 190 NXPI 19.07.202.../  DE000JB38AM9  /

EUWAX
2024-05-20  9:55:10 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
7.26EUR - -
Bid Size: -
-
Ask Size: -
NXP Semiconductors N... 190.00 - 2024-07-19 Call
 

Master data

WKN: JB38AM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-07-19
Issue date: 2023-10-05
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 6.00
Intrinsic value: 5.90
Implied volatility: 1.11
Historic volatility: 0.31
Parity: 5.90
Time value: 1.36
Break-even: 262.60
Moneyness: 1.31
Premium: 0.05
Premium p.a.: 0.50
Spread abs.: -0.15
Spread %: -2.02%
Delta: 0.81
Theta: -0.29
Omega: 2.79
Rho: 0.17
 

Quote data

Open: 7.26
High: 7.26
Low: 7.26
Previous Close: 7.30
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.86%
3 Months  
+18.82%
YTD  
+54.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 7.83 5.93
6M High / 6M Low: 7.83 2.69
High (YTD): 2024-05-16 7.83
Low (YTD): 2024-01-17 2.69
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   6.81
Avg. volume 1M:   0.00
Avg. price 6M:   4.75
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.01%
Volatility 6M:   133.72%
Volatility 1Y:   -
Volatility 3Y:   -