JP Morgan Call 990 LRCX 31.05.202.../  DE000JK9H9C5  /

EUWAX
2024-05-23  11:15:47 AM Chg.+0.060 Bid2:27:56 PM Ask2:27:56 PM Underlying Strike price Expiration date Option type
0.250EUR +31.58% 0.300
Bid Size: 20,000
0.310
Ask Size: 20,000
Lam Research Corpora... 990.00 USD 2024-05-31 Call
 

Master data

WKN: JK9H9C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 990.00 USD
Maturity: 2024-05-31
Issue date: 2024-05-06
Last trading day: 2024-05-30
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 44.61
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.30
Parity: -0.22
Time value: 0.20
Break-even: 934.54
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 7.31
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.40
Theta: -1.80
Omega: 17.89
Rho: 0.07
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.58%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.054
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.141
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -