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JP Morgan Call 120 LYV 17.01.2025/  DE000JL1N1P2  /

EUWAX
2024-05-31  10:38:16 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.530EUR -1.85% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 120.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.94
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.25
Parity: -3.36
Time value: 0.62
Break-even: 126.20
Moneyness: 0.72
Premium: 0.46
Premium p.a.: 0.82
Spread abs.: 0.09
Spread %: 16.98%
Delta: 0.32
Theta: -0.03
Omega: 4.39
Rho: 0.13
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.67%
1 Month
  -3.64%
3 Months
  -47.00%
YTD
  -46.46%
1 Year
  -44.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.530
1M High / 1M Low: 0.870 0.530
6M High / 6M Low: 1.390 0.530
High (YTD): 2024-03-22 1.390
Low (YTD): 2024-05-31 0.530
52W High: 2023-07-25 1.560
52W Low: 2024-05-31 0.530
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   0.000
Avg. price 6M:   0.871
Avg. volume 6M:   0.000
Avg. price 1Y:   0.925
Avg. volume 1Y:   0.000
Volatility 1M:   159.36%
Volatility 6M:   124.99%
Volatility 1Y:   106.90%
Volatility 3Y:   -