JP Morgan Call 260 NXPI 19.07.2024
/ DE000JL9U2D9
JP Morgan Call 260 NXPI 19.07.202.../ DE000JL9U2D9 /
| 2024-05-31 4:00:36 PM |
Chg.-0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-3.80% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
260.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JL9U2D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.93 |
| Time value: |
1.00 |
| Break-even: |
258.96 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.10 |
| Spread %: |
5.46% |
| Delta: |
0.65 |
| Theta: |
-0.15 |
| Omega: |
8.37 |
| Rho: |
0.19 |
Quote data
| Open: |
1.67 |
| High: |
1.77 |
| Low: |
1.67 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.51% |
| 1 Month |
|
|
+26.43% |
| 3 Months |
|
|
+11.32% |
| YTD |
|
|
+51.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.77 |
| 1M High / 1M Low: |
2.39 |
1.27 |
| 6M High / 6M Low: |
2.39 |
0.34 |
| High (YTD): |
2024-05-23 |
2.39 |
| Low (YTD): |
2024-04-22 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.92% |
| Volatility 6M: |
|
283.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
