JP Morgan Call 1700 LRCX 16.01.20.../  DE000JK7P3Q0  /

EUWAX
2024-06-11  8:38:39 AM Chg.+0.120 Bid9:12:47 AM Ask9:12:47 AM Underlying Strike price Expiration date Option type
0.620EUR +24.00% 0.610
Bid Size: 7,500
0.640
Ask Size: 7,500
Lam Research Corpora... 1,700.00 USD 2026-01-16 Call
 

Master data

WKN: JK7P3Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,700.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-03
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.54
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -6.84
Time value: 0.54
Break-even: 1,631.17
Moneyness: 0.57
Premium: 0.83
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 8.00%
Delta: 0.24
Theta: -0.14
Omega: 4.04
Rho: 2.63
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.78%
1 Month  
+40.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.610 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -