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JP Morgan Call 290 NXPI 19.07.202.../  DE000JL9U2G2  /

EUWAX
2024-05-31  4:00:36 PM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 290.00 USD 2024-07-19 Call
 

Master data

WKN: JL9U2G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 290.00 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: 39.52
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.31
Parity: -1.83
Time value: 0.63
Break-even: 273.62
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 1.05
Spread abs.: 0.10
Spread %: 18.87%
Delta: 0.32
Theta: -0.13
Omega: 12.83
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.510
Low: 0.460
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -3.77%
3 Months
  -28.17%
YTD
  -3.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.510
1M High / 1M Low: 0.830 0.420
6M High / 6M Low: 1.110 0.100
High (YTD): 2024-03-08 1.110
Low (YTD): 2024-04-22 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.09%
Volatility 6M:   348.54%
Volatility 1Y:   -
Volatility 3Y:   -