JP Morgan Call 840 LRCX 20.09.2024
/ DE000JT7S6C1
JP Morgan Call 840 LRCX 20.09.202.../ DE000JT7S6C1 /
8/30/2024 12:21:19 PM |
Chg.-0.060 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-24.00% |
0.230 Bid Size: 30,000 |
0.240 Ask Size: 30,000 |
Lam Research Corpora... |
840.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JT7S6C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Lam Research Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
840.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/9/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
-0.17 |
Time value: |
0.24 |
Break-even: |
784.37 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
1.68 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.44 |
Theta: |
-0.79 |
Omega: |
13.66 |
Rho: |
0.17 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-57.78% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.190 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |