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JP Morgan Call 75 LYV 17.01.2025/  DE000JL1N1E6  /

EUWAX
5/31/2024  10:38:16 AM Chg.-0.03 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.38EUR -1.24% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 75.00 - 1/17/2025 Call
 

Master data

WKN: JL1N1E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.14
Implied volatility: 0.70
Historic volatility: 0.25
Parity: 1.14
Time value: 1.34
Break-even: 99.80
Moneyness: 1.15
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 3.33%
Delta: 0.72
Theta: -0.04
Omega: 2.50
Rho: 0.23
 

Quote data

Open: 2.38
High: 2.38
Low: 2.38
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.25%
1 Month  
+6.73%
3 Months
  -18.77%
YTD
  -15.00%
1 Year
  -5.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.59 2.38
1M High / 1M Low: 3.05 2.23
6M High / 6M Low: 3.64 2.00
High (YTD): 3/22/2024 3.64
Low (YTD): 4/26/2024 2.21
52W High: 3/22/2024 3.64
52W Low: 10/27/2023 1.95
Avg. price 1W:   2.49
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.72
Avg. volume 6M:   0.00
Avg. price 1Y:   2.65
Avg. volume 1Y:   0.00
Volatility 1M:   92.43%
Volatility 6M:   74.24%
Volatility 1Y:   66.66%
Volatility 3Y:   -