JP Morgan Call 840 LRCX 20.09.2024
/ DE000JB7CDY2
JP Morgan Call 840 LRCX 20.09.202.../ DE000JB7CDY2 /
| 2024-06-07 9:45:21 AM |
Chg.+0.01 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+0.67% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
840.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB7CDY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 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: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
1.14 |
| Time value: |
0.38 |
| Break-even: |
929.67 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.77 |
| Theta: |
-0.35 |
| Omega: |
4.54 |
| Rho: |
1.53 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-27.88% |
| YTD |
|
|
+70.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.24 |
| 1M High / 1M Low: |
1.75 |
1.17 |
| 6M High / 6M Low: |
2.08 |
0.55 |
| High (YTD): |
2024-03-08 |
2.08 |
| Low (YTD): |
2024-01-08 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.88% |
| Volatility 6M: |
|
153.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
