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JP Morgan Put 90 LYV 19.07.2024/  DE000JB54TL8  /

EUWAX
2024-06-07  11:12:05 AM Chg.+0.040 Bid7:36:31 PM Ask7:36:31 PM Underlying Strike price Expiration date Option type
0.340EUR +13.33% 0.410
Bid Size: 75,000		 0.420
Ask Size: 75,000		 Live Nation Entertai... 90.00 USD 2024-07-19 Put
 

Master data

WKN: JB54TL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.72
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -0.21
Time value: 0.39
Break-even: 78.73
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.81
Spread abs.: 0.04
Spread %: 11.43%
Delta: -0.39
Theta: -0.05
Omega: -8.57
Rho: -0.04
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -15.00%
3 Months
  -39.29%
YTD
  -62.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.420 0.160
6M High / 6M Low: 1.310 0.160
High (YTD): 2024-02-06 1.120
Low (YTD): 2024-05-22 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   476.45%
Volatility 6M:   235.93%
Volatility 1Y:   -
Volatility 3Y:   -