JP Morgan Call 760 KLAC 21.06.2024
/ DE000JK02EM8
JP Morgan Call 760 KLAC 21.06.202.../ DE000JK02EM8 /
| 2024-05-31 5:13:41 PM |
Chg.-1.09 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-39.35% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
760.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK02EM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-0.04 |
| Time value: |
2.33 |
| Break-even: |
723.88 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.28 |
| Spread %: |
13.45% |
| Delta: |
0.52 |
| Theta: |
-0.61 |
| Omega: |
15.71 |
| Rho: |
0.19 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
1.68 |
| Previous Close: |
2.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.63% |
| 1 Month |
|
|
-14.72% |
| 3 Months |
|
|
-31.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
1.68 |
| 1M High / 1M Low: |
3.91 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
