JP Morgan Call 95 LYV 20.09.2024
/ DE000JK02C03
JP Morgan Call 95 LYV 20.09.2024/ DE000JK02C03 /
| 2024-06-07 12:58:08 PM |
Chg.-0.080 |
Bid5:57:48 PM |
Ask5:57:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-9.52% |
0.710
Bid Size: 75,000 |
0.720
Ask Size: 75,000 |
Live Nation Entertai... |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK02C0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
-0.25 |
| Time value: |
0.73 |
| Break-even: |
94.57 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
5.95 |
| Rho: |
0.10 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-53.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.840 |
| 1M High / 1M Low: |
1.360 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
