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JP Morgan Put 640 LRCX 20.09.2024/  DE000JB7CDK1  /

EUWAX
2024-06-07  9:45:20 AM Chg.-0.001 Bid6:24:59 PM Ask6:24:59 PM Underlying Strike price Expiration date Option type
0.033EUR -2.94% 0.031
Bid Size: 50,000		 0.041
Ask Size: 50,000		 Lam Research Corpora... 640.00 USD 2024-09-20 Put
 

Master data

WKN: JB7CDK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Put
Strike price: 640.00 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: -184.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.30
Parity: -2.96
Time value: 0.05
Break-even: 582.80
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 1.77
Spread abs.: 0.02
Spread %: 45.45%
Delta: -0.04
Theta: -0.10
Omega: -8.22
Rho: -0.13
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month
  -51.47%
3 Months
  -74.62%
YTD
  -91.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.034
1M High / 1M Low: 0.074 0.027
6M High / 6M Low: 0.580 0.027
High (YTD): 2024-01-08 0.500
Low (YTD): 2024-05-23 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.43%
Volatility 6M:   197.32%
Volatility 1Y:   -
Volatility 3Y:   -