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JP Morgan Put 220 NXPI 19.07.2024/  DE000JL9NGY6  /

EUWAX
2024-05-31  4:09:50 PM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.070EUR -1.41% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 220.00 USD 2024-07-19 Put
 

Master data

WKN: JL9NGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 2024-07-19
Issue date: 2023-08-09
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -100.05
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.31
Parity: -4.62
Time value: 0.25
Break-even: 200.30
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 2.89
Spread abs.: 0.18
Spread %: 285.71%
Delta: -0.11
Theta: -0.08
Omega: -10.61
Rho: -0.04
 

Quote data

Open: 0.086
High: 0.086
Low: 0.070
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -79.41%
3 Months
  -89.86%
YTD
  -95.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.040
1M High / 1M Low: 0.390 0.040
6M High / 6M Low: 2.530 0.040
High (YTD): 2024-01-17 2.530
Low (YTD): 2024-05-28 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   1.157
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.13%
Volatility 6M:   246.60%
Volatility 1Y:   -
Volatility 3Y:   -