JP Morgan Call NXPI/ DE000JK7N4P2 /
| 2024-05-16 12:38:21 PM | Chg.- | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.06EUR | - | - Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... | - USD | 2024-05-17 | Call |
Master data
| WKN: | JK7N4P |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 2024-05-17 |
| Issue date: | 2024-04-19 |
| Last trading day: | 2024-05-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.58 |
|---|---|
| Intrinsic value: | 3.58 |
| Implied volatility: | 1.78 |
| Historic volatility: | 0.33 |
| Parity: | 3.58 |
| Time value: | 0.04 |
| Break-even: | 247.43 |
| Moneyness: | 1.17 |
| Premium: | 0.00 |
| Premium p.a.: | 0.90 |
| Spread abs.: | -0.25 |
| Spread %: | -6.46% |
| Delta: | 0.96 |
| Theta: | -1.06 |
| Omega: | 6.53 |
| Rho: | 0.01 |
Quote data
| Open: | 4.06 |
|---|---|
| High: | 4.06 |
| Low: | 4.06 |
| Previous Close: | 3.62 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.63% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.06 | 2.95 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.36 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
