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

EUWAX
2024-05-31  10:29:24 AM Chg.-0.11 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.36EUR -7.48% -
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: 16.69
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.31
Parity: -0.80
Time value: 1.51
Break-even: 275.10
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 3.59
Spread abs.: 0.10
Spread %: 7.09%
Delta: 0.47
Theta: -0.45
Omega: 7.89
Rho: 0.06
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.88%
1 Month  
+15.25%
3 Months  
+25.93%
YTD  
+32.04%
1 Year  
+112.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.47
1M High / 1M Low: 2.11 0.86
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:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   0.88
Avg. volume 1Y:   0.00
Volatility 1M:   235.31%
Volatility 6M:   334.74%
Volatility 1Y:   271.72%
Volatility 3Y:   -