JP Morgan Call 1680 LRCX 16.01.20.../  DE000JK7P3P2  /

EUWAX
5/31/2024  8:34:47 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.520EUR +4.00% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 1,680.00 USD 1/16/2026 Call
 

Master data

WKN: JK7P3P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,680.00 USD
Maturity: 1/16/2026
Issue date: 4/3/2024
Last trading day: 1/15/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.28
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -6.89
Time value: 0.47
Break-even: 1,595.61
Moneyness: 0.56
Premium: 0.86
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.23
Theta: -0.13
Omega: 4.16
Rho: 2.42
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.77%
1 Month  
+23.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.500
1M High / 1M Low: 0.630 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -