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JP Morgan Call 105 LYV 17.01.2025/  DE000JL1N1L1  /

EUWAX
2024-05-31  10:38:16 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.950EUR -2.06% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 105.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.39
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -1.86
Time value: 1.03
Break-even: 115.30
Moneyness: 0.82
Premium: 0.33
Premium p.a.: 0.58
Spread abs.: 0.07
Spread %: 7.29%
Delta: 0.44
Theta: -0.04
Omega: 3.72
Rho: 0.18
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.77%
1 Month  
+1.06%
3 Months
  -36.24%
YTD
  -34.48%
1 Year
  -30.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.950
1M High / 1M Low: 1.410 0.940
6M High / 6M Low: 1.980 0.900
High (YTD): 2024-03-22 1.980
Low (YTD): 2024-04-26 0.930
52W High: 2023-07-28 2.090
52W Low: 2023-12-06 0.900
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.116
Avg. volume 1M:   0.000
Avg. price 6M:   1.325
Avg. volume 6M:   0.000
Avg. price 1Y:   1.352
Avg. volume 1Y:   0.000
Volatility 1M:   130.69%
Volatility 6M:   104.90%
Volatility 1Y:   91.92%
Volatility 3Y:   -