JP Morgan Call 910 LRCX 17.05.2024
/ DE000JK32V79
JP Morgan Call 910 LRCX 17.05.202.../ DE000JK32V79 /
| 2024-05-02 9:00:40 AM |
Chg.- |
Bid8:20:05 AM |
Ask8:20:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
- |
0.180
Bid Size: 15,000 |
0.190
Ask Size: 15,000 |
Lam Research Corpora... |
910.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK32V7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
910.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-0.25 |
| Time value: |
0.18 |
| Break-even: |
866.11 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
2.72 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.39 |
| Theta: |
-0.98 |
| Omega: |
17.70 |
| Rho: |
0.12 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-83.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.150 |
| 1M High / 1M Low: |
1.000 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
541.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
