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JP Morgan Call 95 LYV 21.06.2024/  DE000JL7QGY3  /

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
0.530EUR -3.64% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 95.00 USD 2024-06-21 Call
 

Master data

WKN: JL7QGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.03
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.13
Implied volatility: 0.47
Historic volatility: 0.24
Parity: 0.13
Time value: 0.46
Break-even: 93.31
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.58
Theta: -0.08
Omega: 8.69
Rho: 0.04
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.19%
1 Month
  -24.29%
3 Months
  -50.47%
YTD
  -55.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.530
1M High / 1M Low: 0.700 0.430
6M High / 6M Low: 1.560 0.430
High (YTD): 2024-03-22 1.560
Low (YTD): 2024-04-26 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.964
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.97%
Volatility 6M:   152.01%
Volatility 1Y:   -
Volatility 3Y:   -