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JP Morgan Call 100 LYV 21.06.2024/  DE000JL7QGZ0  /

EUWAX
2024-05-29  10:08:06 AM Chg.-0.070 Bid4:49:32 PM Ask4:49:32 PM Underlying Strike price Expiration date Option type
0.170EUR -29.17% 0.160
Bid Size: 50,000		 0.180
Ask Size: 50,000		 Live Nation Entertai... 100.00 USD 2024-06-21 Call
 

Master data

WKN: JL7QGZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.26
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -0.47
Time value: 0.21
Break-even: 94.28
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 2.30
Spread abs.: 0.04
Spread %: 21.05%
Delta: 0.35
Theta: -0.08
Omega: 14.28
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.09%
1 Month
  -46.88%
3 Months
  -76.06%
YTD
  -82.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.210
1M High / 1M Low: 0.550 0.210
6M High / 6M Low: 1.270 0.210
High (YTD): 2024-03-22 1.270
Low (YTD): 2024-05-24 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.99%
Volatility 6M:   201.30%
Volatility 1Y:   -
Volatility 3Y:   -