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JP Morgan Call 105 LYV 19.07.2024/  DE000JB55NR5  /

EUWAX
2024-06-07  11:12:18 AM Chg.-0.034 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.086EUR -28.33% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 105.00 USD 2024-07-19 Call
 

Master data

WKN: JB55NR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -1.17
Time value: 0.14
Break-even: 97.78
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 2.48
Spread abs.: 0.06
Spread %: 66.67%
Delta: 0.21
Theta: -0.04
Omega: 13.08
Rho: 0.02
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.67%
1 Month
  -77.37%
3 Months
  -89.88%
YTD
  -90.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.510 0.120
6M High / 6M Low: 1.160 0.120
High (YTD): 2024-03-22 1.160
Low (YTD): 2024-06-06 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.45%
Volatility 6M:   184.59%
Volatility 1Y:   -
Volatility 3Y:   -