JP Morgan Call 920 LRCX 17.05.2024
/ DE000JK06L16
JP Morgan Call 920 LRCX 17.05.202.../ DE000JK06L16 /
| 2024-05-03 11:01:50 AM |
Chg.+0.020 |
Bid1:44:35 PM |
Ask1:44:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.150
Bid Size: 20,000 |
0.160
Ask Size: 20,000 |
Lam Research Corpora... |
920.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK06L1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-0.34 |
| Time value: |
0.15 |
| Break-even: |
872.43 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
3.49 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.34 |
| Theta: |
-0.94 |
| Omega: |
18.60 |
| Rho: |
0.10 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.28% |
| 1 Month |
|
|
-82.14% |
| 3 Months |
|
|
-60.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.130 |
| 1M High / 1M Low: |
0.960 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.285 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
