JP Morgan Call 910 LAR 20.09.2024/  DE000JT5ZSD9  /

EUWAX
8/12/2024  12:34:41 PM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.190EUR - -
Bid Size: -
-
Ask Size: -
LAM RESEARCH CORP.DL... 910.00 - 9/20/2024 Call
 

Master data

WKN: JT5ZSD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: LAM RESEARCH CORP.DL-,001
Type: Warrant
Option type: Call
Strike price: 910.00 -
Maturity: 9/20/2024
Issue date: 7/29/2024
Last trading day: 8/13/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 41.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.34
Parity: -1.67
Time value: 0.18
Break-even: 928.00
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 56.58
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.21
Theta: -1.21
Omega: 8.80
Rho: 0.08
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -60.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.530 0.094
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   708.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -