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JP Morgan Call 110 LYV 17.01.2025/  DE000JL1N1M9  /

EUWAX
6/3/2024  10:35:14 AM Chg.0.000 Bid6/3/2024 Ask6/3/2024 Underlying Strike price Expiration date Option type
0.790EUR 0.00% 0.790
Bid Size: 2,000		 0.870
Ask Size: 2,000		 Live Nation Entertai... 110.00 - 1/17/2025 Call
 

Master data

WKN: JL1N1M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.82
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.25
Parity: -2.36
Time value: 0.88
Break-even: 118.80
Moneyness: 0.79
Premium: 0.38
Premium p.a.: 0.67
Spread abs.: 0.08
Spread %: 10.00%
Delta: 0.40
Theta: -0.04
Omega: 3.92
Rho: 0.16
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.05%
1 Month
  -14.13%
3 Months
  -39.69%
YTD
  -38.28%
1 Year
  -35.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.790
1M High / 1M Low: 1.210 0.790
6M High / 6M Low: 1.760 0.780
High (YTD): 3/22/2024 1.760
Low (YTD): 5/31/2024 0.790
52W High: 7/28/2023 1.910
52W Low: 12/6/2023 0.780
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.952
Avg. volume 1M:   0.000
Avg. price 6M:   1.158
Avg. volume 6M:   0.000
Avg. price 1Y:   1.195
Avg. volume 1Y:   0.000
Volatility 1M:   132.26%
Volatility 6M:   111.72%
Volatility 1Y:   97.18%
Volatility 3Y:   -