JP Morgan Call NXPI/ DE000JK5WGE8 /
2024-05-16 3:56:06 PM | Chg.- | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.01EUR | - | - Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... | - USD | 2024-05-17 | Call |
Master data
WKN: | JK5WGE |
---|---|
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: | 2024-03-05 |
Last trading day: | 2024-05-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 23.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.83 |
---|---|
Intrinsic value: | 0.82 |
Implied volatility: | 1.04 |
Historic volatility: | 0.33 |
Parity: | 0.82 |
Time value: | 0.22 |
Break-even: | 249.17 |
Moneyness: | 1.03 |
Premium: | 0.01 |
Premium p.a.: | 23.19 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.74 |
Theta: | -2.18 |
Omega: | 17.67 |
Rho: | 0.00 |
Quote data
Open: | 0.94 |
---|---|
High: | 1.01 |
Low: | 0.94 |
Previous Close: | 0.85 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +110.42% | ||
---|---|---|---|
1 Month | +260.71% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.01 | 0.48 |
---|---|---|
1M High / 1M Low: | 1.01 | 0.08 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.67 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 0.40 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,050.37% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |