JP Morgan Call 96 LRCX 20.12.2024
/ DE000JK1NWM6
JP Morgan Call 96 LRCX 20.12.2024/ DE000JK1NWM6 /
| 2024-10-08 9:44:43 AM |
Chg.0.000 |
Bid4:36:51 PM |
Ask4:36:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.230
Bid Size: 100,000 |
0.240
Ask Size: 100,000 |
Lam Research Corpora... |
96.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK1NWM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
-1.40 |
| Time value: |
0.22 |
| Break-even: |
89.66 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
8.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
-88.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.360 |
0.150 |
| 6M High / 6M Low: |
2.190 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.987 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.39% |
| Volatility 6M: |
|
282.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
