JP Morgan Call 720 LAR 20.09.2024
/ DE000JB7CDL9
JP Morgan Call 720 LAR 20.09.2024/ DE000JB7CDL9 /
| 2024-05-30 9:33:12 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LAM RESEARCH CORP.DL... |
720.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB7CDL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
LAM RESEARCH CORP.DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-05-30 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.30 |
| Parity: |
1.63 |
| Time value: |
0.71 |
| Break-even: |
954.00 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.77 |
| Theta: |
-0.58 |
| Omega: |
2.89 |
| Rho: |
1.27 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.05% |
| 3 Months |
|
|
-17.03% |
| YTD |
|
|
+61.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.66 |
1.96 |
| 6M High / 6M Low: |
2.88 |
0.98 |
| High (YTD): |
2024-03-08 |
2.88 |
| Low (YTD): |
2024-01-08 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.63% |
| Volatility 6M: |
|
120.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
