JP Morgan Call 85 LYV 16.08.2024/  DE000JK73ZE1  /

EUWAX
2024-05-31  12:48:19 PM Chg.-0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.22EUR -3.94% -
Bid Size: -
-
Ask Size: -
Live Nation Entertai... 85.00 USD 2024-08-16 Call
 

Master data

WKN: JK73ZE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-08-16
Issue date: 2024-04-29
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.81
Implied volatility: 0.52
Historic volatility: 0.25
Parity: 0.81
Time value: 0.48
Break-even: 91.25
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 3.20%
Delta: 0.71
Theta: -0.05
Omega: 4.77
Rho: 0.10
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.69%
1 Month
  -15.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.22
1M High / 1M Low: 1.86 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -