JP Morgan Call 980 LRCX 17.05.2024
/ DE000JK15385
JP Morgan Call 980 LRCX 17.05.202.../ DE000JK15385 /
2024-05-03 11:48:24 AM |
Chg.-0.004 |
Bid1:39:45 PM |
Ask1:39:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
-9.76% |
0.035 Bid Size: 10,000 |
0.045 Ask Size: 10,000 |
Lam Research Corpora... |
980.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
JK1538 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Lam Research Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
980.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-01-22 |
Last trading day: |
2024-05-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
187.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
-0.90 |
Time value: |
0.04 |
Break-even: |
917.75 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
15.82 |
Spread abs.: |
0.01 |
Spread %: |
29.41% |
Delta: |
0.13 |
Theta: |
-0.54 |
Omega: |
24.00 |
Rho: |
0.04 |
Quote data
Open: |
0.037 |
High: |
0.037 |
Low: |
0.037 |
Previous Close: |
0.041 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.36% |
1 Month |
|
|
-93.15% |
3 Months |
|
|
-83.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.041 |
1M High / 1M Low: |
0.650 |
0.041 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
468.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |