JP Morgan Call 90 LYV 20.09.2024
/ DE000JK02BY9
JP Morgan Call 90 LYV 20.09.2024/ DE000JK02BY9 /
| 2024-06-07 12:58:08 PM |
Chg.-0.09 |
Bid6:26:22 PM |
Ask6:26:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-8.41% |
0.92
Bid Size: 75,000 |
0.93
Ask Size: 75,000 |
Live Nation Entertai... |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK02BY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
0.82 |
| Break-even: |
92.93 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.04 |
| Spread %: |
4.04% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
4.97 |
| Rho: |
0.12 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.09% |
| 1 Month |
|
|
-28.47% |
| 3 Months |
|
|
-47.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
1.07 |
| 1M High / 1M Low: |
1.64 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
