JP Morgan Put 95 LYV 17.01.2025
/ DE000JL74ZB3
JP Morgan Put 95 LYV 17.01.2025/ DE000JL74ZB3 /
| 2024-05-31 8:49:38 AM |
Chg.-0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-1.64% |
-
Bid Size: - |
-
Ask Size: - |
Live Nation Entertai... |
95.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL74ZB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
0.12 |
| Time value: |
1.04 |
| Break-even: |
76.05 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
5.93% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-3.14 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-13.67% |
| 3 Months |
|
|
-16.08% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.12 |
| 1M High / 1M Low: |
1.39 |
0.93 |
| 6M High / 6M Low: |
2.01 |
0.93 |
| High (YTD): |
2024-02-06 |
1.75 |
| Low (YTD): |
2024-05-22 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.13% |
| Volatility 6M: |
|
83.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
