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JP Morgan Put 100 LYV 21.06.2024/  DE000JL8MKW6  /

EUWAX
2024-05-20  12:53:03 PM Chg.-0.040 Bid4:05:12 PM Ask4:05:12 PM Underlying Strike price Expiration date Option type
0.570EUR -6.56% 0.500
Bid Size: 75,000		 0.510
Ask Size: 75,000		 Live Nation Entertai... 100.00 USD 2024-06-21 Put
 

Master data

WKN: JL8MKW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.83
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.31
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 0.31
Time value: 0.25
Break-even: 86.37
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 7.02%
Delta: -0.59
Theta: -0.05
Omega: -9.32
Rho: -0.05
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month
  -54.76%
3 Months
  -57.46%
YTD
  -56.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.600
1M High / 1M Low: 1.300 0.590
6M High / 6M Low: 1.950 0.510
High (YTD): 2024-02-06 1.610
Low (YTD): 2024-03-28 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.914
Avg. volume 1M:   0.000
Avg. price 6M:   1.209
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.07%
Volatility 6M:   131.78%
Volatility 1Y:   -
Volatility 3Y:   -