JP Morgan Call 1780 LRCX 16.01.20.../  DE000JK7P3U2  /

EUWAX
2024-06-11  8:38:40 AM Chg.+0.110 Bid8:53:21 AM Ask8:53:21 AM Underlying Strike price Expiration date Option type
0.540EUR +25.58% 0.530
Bid Size: 7,500
0.570
Ask Size: 7,500
Lam Research Corpora... 1,780.00 USD 2026-01-16 Call
 

Master data

WKN: JK7P3U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,780.00 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: 19.00
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -7.58
Time value: 0.47
Break-even: 1,698.39
Moneyness: 0.54
Premium: 0.90
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.22
Theta: -0.13
Omega: 4.15
Rho: 2.37
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.00%
1 Month  
+42.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.390
1M High / 1M Low: 0.540 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -