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JP Morgan Call 65 LYV 17.01.2025/  DE000JL2DGT2  /

EUWAX
2024-05-30  10:36:24 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.10EUR - -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 65.00 - 2025-01-17 Call
 

Master data

WKN: JL2DGT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-04-27
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 2.14
Implied volatility: 0.77
Historic volatility: 0.25
Parity: 2.14
Time value: 1.03
Break-even: 96.70
Moneyness: 1.33
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 2.26%
Delta: 0.79
Theta: -0.04
Omega: 2.16
Rho: 0.23
 

Quote data

Open: 3.10
High: 3.10
Low: 3.10
Previous Close: 3.17
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -0.96%
1 Month  
+8.39%
3 Months
  -13.41%
YTD
  -8.82%
1 Year  
+2.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.29 3.10
1M High / 1M Low: 3.78 2.86
6M High / 6M Low: 4.35 2.52
High (YTD): 2024-03-28 4.35
Low (YTD): 2024-04-26 2.83
52W High: 2024-03-28 4.35
52W Low: 2023-10-27 2.42
Avg. price 1W:   3.21
Avg. volume 1W:   0.00
Avg. price 1M:   3.30
Avg. volume 1M:   0.00
Avg. price 6M:   3.36
Avg. volume 6M:   0.00
Avg. price 1Y:   3.23
Avg. volume 1Y:   0.00
Volatility 1M:   80.88%
Volatility 6M:   67.91%
Volatility 1Y:   60.96%
Volatility 3Y:   -