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JP Morgan Call 70 LYV 17.01.2025/  DE000JL1N1C0  /

EUWAX
2024-05-30  10:41:20 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.74EUR - -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 70.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.64
Implied volatility: 0.73
Historic volatility: 0.25
Parity: 1.64
Time value: 1.17
Break-even: 98.10
Moneyness: 1.23
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.07
Spread %: 2.55%
Delta: 0.76
Theta: -0.04
Omega: 2.32
Rho: 0.23
 

Quote data

Open: 2.74
High: 2.74
Low: 2.74
Previous Close: 2.81
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -1.44%
1 Month  
+8.30%
3 Months
  -15.69%
YTD
  -11.33%
1 Year
  -0.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.93 2.74
1M High / 1M Low: 3.40 2.53
6M High / 6M Low: 3.99 2.25
High (YTD): 2024-03-22 3.99
Low (YTD): 2024-04-26 2.51
52W High: 2024-03-22 3.99
52W Low: 2023-10-27 2.17
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.94
Avg. volume 1M:   0.00
Avg. price 6M:   3.03
Avg. volume 6M:   0.00
Avg. price 1Y:   2.93
Avg. volume 1Y:   0.00
Volatility 1M:   88.64%
Volatility 6M:   70.36%
Volatility 1Y:   63.23%
Volatility 3Y:   -