JP Morgan Put 180 NXPI 21.06.2024/  DE000JS7J063  /

EUWAX
2024-05-31  10:29:21 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% -
Bid Size: -
-
Ask Size: -
NXP Semiconductors N... 180.00 - 2024-06-21 Put
 

Master data

WKN: JS7J06
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.14
Historic volatility: 0.31
Parity: -7.20
Time value: 0.30
Break-even: 177.00
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 91.60
Spread abs.: 0.30
Spread %: 7,400.00%
Delta: -0.08
Theta: -0.25
Omega: -7.11
Rho: -0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -75.00%
3 Months
  -97.33%
YTD
  -98.95%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.019 0.004
6M High / 6M Low: 0.880 0.004
High (YTD): 2024-01-05 0.770
Low (YTD): 2024-05-29 0.004
52W High: 2023-06-05 2.530
52W Low: 2024-05-29 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.910
Avg. volume 1Y:   0.000
Volatility 1M:   388.08%
Volatility 6M:   353.13%
Volatility 1Y:   263.60%
Volatility 3Y:   -