JP Morgan Put 95 LYV 16.08.2024
/ DE000JK7QCK2
JP Morgan Put 95 LYV 16.08.2024/ DE000JK7QCK2 /
| 2024-05-31 12:49:46 PM |
Chg.- |
Bid8:06:07 AM |
Ask8:06:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.750
Bid Size: 2,000 |
0.790
Ask Size: 2,000 |
Live Nation Entertai... |
95.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK7QCK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
0.12 |
| Time value: |
0.66 |
| Break-even: |
79.77 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-5.17 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
0.840 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
