OverviewChartNewsTraderScreen

JP Morgan Call 260 NXPI 21.06.202.../  DE000JS7LL78  /

EUWAX
2024-06-04  10:39:03 AM Chg.-0.43 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
1.09EUR -28.29% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 260.00 - 2024-06-21 Call
 

Master data

WKN: JS7LL7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.37
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.31
Parity: -1.20
Time value: 1.35
Break-even: 273.50
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 7.18
Spread abs.: 0.10
Spread %: 8.00%
Delta: 0.44
Theta: -0.54
Omega: 8.07
Rho: 0.04
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.02%
1 Month  
+6.86%
3 Months
  -28.29%
YTD  
+5.83%
1 Year  
+113.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.09
1M High / 1M Low: 2.11 0.93
6M High / 6M Low: 2.11 0.22
High (YTD): 2024-05-23 2.11
Low (YTD): 2024-04-22 0.22
52W High: 2024-05-23 2.11
52W Low: 2023-11-10 0.21
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   0.93
Avg. volume 6M:   0.00
Avg. price 1Y:   0.89
Avg. volume 1Y:   0.00
Volatility 1M:   240.02%
Volatility 6M:   337.75%
Volatility 1Y:   272.58%
Volatility 3Y:   -