JP Morgan Call 700 LRCX 20.09.2024
/ DE000JB8P224
JP Morgan Call 700 LRCX 20.09.202.../ DE000JB8P224 /
| 2024-06-07 12:46:50 PM |
Chg.-0.09 |
Bid9:13:28 PM |
Ask9:13:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
-3.38% |
2.54
Bid Size: 75,000 |
-
Ask Size: - |
Lam Research Corpora... |
700.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB8P22 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
2.41 |
| Time value: |
0.25 |
| Break-even: |
908.69 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
4.31% |
| Delta: |
0.88 |
| Theta: |
-0.31 |
| Omega: |
2.93 |
| Rho: |
1.48 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.33% |
| 1 Month |
|
|
+9.83% |
| 3 Months |
|
|
-11.38% |
| YTD |
|
|
+65.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.23 |
| 1M High / 1M Low: |
2.83 |
2.12 |
| 6M High / 6M Low: |
3.03 |
1.07 |
| High (YTD): |
2024-03-08 |
3.03 |
| Low (YTD): |
2024-01-05 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
1,304.35 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
271.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.35% |
| Volatility 6M: |
|
113.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
