JP Morgan Call 740 KLA 20.09.2024
/ DE000JK1S5D6
JP Morgan Call 740 KLA 20.09.2024/ DE000JK1S5D6 /
2024-06-12 12:43:28 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.31EUR |
- |
- Bid Size: - |
- Ask Size: - |
KLA CORP. DL ... |
740.00 - |
2024-09-20 |
Call |
Master data
WKN: |
JK1S5D |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
KLA CORP. DL -,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
740.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-06-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.37 |
Intrinsic value: |
4.90 |
Implied volatility: |
0.47 |
Historic volatility: |
0.29 |
Parity: |
4.90 |
Time value: |
4.70 |
Break-even: |
836.00 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.30 |
Spread %: |
3.23% |
Delta: |
0.67 |
Theta: |
-0.45 |
Omega: |
5.51 |
Rho: |
0.90 |
Quote data
Open: |
9.31 |
High: |
9.31 |
Low: |
9.31 |
Previous Close: |
8.44 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+16.81% |
3 Months |
|
|
+98.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
9.31 |
7.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
8.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |