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JP Morgan Call 90 LYV 21.06.2024/  DE000JL7QGW7  /

EUWAX
2024-05-17  10:13:22 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.810EUR -2.41% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 90.00 USD 2024-06-21 Call
 

Master data

WKN: JL7QGW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.19
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.59
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 0.59
Time value: 0.28
Break-even: 91.51
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 4.82%
Delta: 0.71
Theta: -0.07
Omega: 7.27
Rho: 0.05
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.83%
1 Month
  -12.90%
3 Months
  -37.69%
YTD
  -42.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.800
1M High / 1M Low: 0.940 0.620
6M High / 6M Low: 1.890 0.620
High (YTD): 2024-03-28 1.890
Low (YTD): 2024-04-26 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.776
Avg. volume 1M:   0.000
Avg. price 6M:   1.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.94%
Volatility 6M:   137.76%
Volatility 1Y:   -
Volatility 3Y:   -