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JP Morgan Call 115 LYV 17.01.2025/  DE000JL1N1N7  /

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
0.650EUR -2.99% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 115.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.68
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.25
Parity: -2.86
Time value: 0.74
Break-even: 122.40
Moneyness: 0.75
Premium: 0.42
Premium p.a.: 0.74
Spread abs.: 0.08
Spread %: 12.12%
Delta: 0.36
Theta: -0.03
Omega: 4.16
Rho: 0.15
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.96%
1 Month
  -1.52%
3 Months
  -43.48%
YTD
  -42.48%
1 Year
  -40.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.650
1M High / 1M Low: 1.030 0.650
6M High / 6M Low: 1.570 0.650
High (YTD): 2024-03-22 1.570
Low (YTD): 2024-05-31 0.650
52W High: 2023-07-28 1.740
52W Low: 2024-05-31 0.650
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   1.053
Avg. volume 1Y:   0.000
Volatility 1M:   149.12%
Volatility 6M:   118.69%
Volatility 1Y:   102.26%
Volatility 3Y:   -