JP Morgan Call 780 LRCX 20.09.2024
/ DE000JB7CDU0
JP Morgan Call 780 LRCX 20.09.202.../ DE000JB7CDU0 /
| 2024-06-07 9:45:21 AM |
Chg.+0.01 |
Bid9:06:02 PM |
Ask9:06:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
+0.52% |
1.91
Bid Size: 100,000 |
1.92
Ask Size: 100,000 |
Lam Research Corpora... |
780.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB7CDU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.30 |
| Parity: |
1.67 |
| Time value: |
0.10 |
| Break-even: |
893.33 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.95 |
| Theta: |
-0.12 |
| Omega: |
4.76 |
| Rho: |
1.92 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.08% |
| 1 Month |
|
|
+9.71% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.63 |
| 1M High / 1M Low: |
2.18 |
1.54 |
| 6M High / 6M Low: |
2.46 |
0.74 |
| High (YTD): |
2024-03-08 |
2.46 |
| Low (YTD): |
2024-01-08 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.57% |
| Volatility 6M: |
|
135.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
