JP Morgan Call 1720 LRCX 16.01.20.../  DE000JK7P3R8  /

EUWAX
2024-06-11  8:38:38 AM Chg.+0.120 Bid1:45:29 PM Ask1:45:29 PM Underlying Strike price Expiration date Option type
0.600EUR +25.00% 0.590
Bid Size: 15,000
0.620
Ask Size: 15,000
Lam Research Corpora... 1,720.00 USD 2026-01-16 Call
 

Master data

WKN: JK7P3R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,720.00 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: 15.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -6.66
Time value: 0.59
Break-even: 1,656.54
Moneyness: 0.58
Premium: 0.78
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 6.78%
Delta: 0.25
Theta: -0.15
Omega: 4.06
Rho: 2.86
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+39.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.590 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -