JP Morgan Put 100 LYV 17.01.2025
/ DE000JL85HE1
JP Morgan Put 100 LYV 17.01.2025/ DE000JL85HE1 /
| 2024-06-07 10:53:22 AM |
Chg.+0.05 |
Bid7:13:29 PM |
Ask7:13:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+3.55% |
1.53
Bid Size: 75,000 |
1.55
Ask Size: 75,000 |
Live Nation Entertai... |
100.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL85HE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
0.71 |
| Time value: |
0.69 |
| Break-even: |
77.76 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
4.79% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-3.05 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.69% |
| 1 Month |
|
|
+3.55% |
| 3 Months |
|
|
-2.01% |
| YTD |
|
|
-16.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.40 |
| 1M High / 1M Low: |
1.51 |
1.15 |
| 6M High / 6M Low: |
2.19 |
1.15 |
| High (YTD): |
2024-02-06 |
2.03 |
| Low (YTD): |
2024-05-22 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.69% |
| Volatility 6M: |
|
74.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
