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JP Morgan Call 105 LYV 19.07.2024/  DE000JB55NR5  /

EUWAX
2024-05-31  10:48:59 AM Chg.- Bid9:23:10 AM Ask9:23:10 AM Underlying Strike price Expiration date Option type
0.150EUR - 0.140
Bid Size: 2,000		 0.200
Ask Size: 2,000		 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: 43.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -1.04
Time value: 0.20
Break-even: 98.79
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.77
Spread abs.: 0.05
Spread %: 33.33%
Delta: 0.27
Theta: -0.05
Omega: 11.48
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -55.88%
3 Months
  -80.77%
YTD
  -83.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.150
1M High / 1M Low: 0.510 0.150
6M High / 6M Low: 1.160 0.150
High (YTD): 2024-03-22 1.160
Low (YTD): 2024-05-31 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.659
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.85%
Volatility 6M:   187.60%
Volatility 1Y:   -
Volatility 3Y:   -