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JP Morgan Call 700 LAR 21.06.2024/  DE000JS04W74  /

EUWAX
2024-06-14  11:24:45 AM Chg.+0.12 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
3.16EUR +3.95% -
Bid Size: -		 -
Ask Size: -		 LAM RESEARCH CORP.DL... 700.00 - 2024-06-21 Call
 

Master data

WKN: JS04W7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: LAM RESEARCH CORP.DL-,001
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.06
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 2.68
Implied volatility: 3.43
Historic volatility: 0.31
Parity: 2.68
Time value: 0.48
Break-even: 1,016.00
Moneyness: 1.38
Premium: 0.05
Premium p.a.: 18.27
Spread abs.: 0.03
Spread %: 0.96%
Delta: 0.83
Theta: -8.99
Omega: 2.54
Rho: 0.08
 

Quote data

Open: 3.16
High: 3.16
Low: 3.16
Previous Close: 3.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.04%
1 Month  
+36.80%
3 Months  
+43.64%
YTD  
+156.91%
1 Year  
+321.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.16 2.76
1M High / 1M Low: 3.16 1.95
6M High / 6M Low: 3.16 0.87
High (YTD): 2024-06-14 3.16
Low (YTD): 2024-01-04 0.87
52W High: 2024-06-14 3.16
52W Low: 2023-10-31 0.32
Avg. price 1W:   2.97
Avg. volume 1W:   894.40
Avg. price 1M:   2.49
Avg. volume 1M:   2,670.45
Avg. price 6M:   2.01
Avg. volume 6M:   25,862.54
Avg. price 1Y:   1.34
Avg. volume 1Y:   32,390.99
Volatility 1M:   165.25%
Volatility 6M:   136.02%
Volatility 1Y:   152.13%
Volatility 3Y:   -