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JP Morgan Call 80 LYV 17.01.2025/  DE000JL1N1F3  /

EUWAX
2024-05-31  10:38:16 AM Chg.-0.03 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.08EUR -1.42% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 80.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.64
Implied volatility: 0.67
Historic volatility: 0.25
Parity: 0.64
Time value: 1.53
Break-even: 101.70
Moneyness: 1.08
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.08
Spread %: 3.83%
Delta: 0.68
Theta: -0.04
Omega: 2.69
Rho: 0.23
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 2.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month  
+6.12%
3 Months
  -21.21%
YTD
  -17.79%
1 Year
  -9.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.28 2.08
1M High / 1M Low: 2.71 1.96
6M High / 6M Low: 3.31 1.78
High (YTD): 2024-03-22 3.31
Low (YTD): 2024-04-26 1.94
52W High: 2024-03-22 3.31
52W Low: 2023-10-27 1.74
Avg. price 1W:   2.18
Avg. volume 1W:   0.00
Avg. price 1M:   2.29
Avg. volume 1M:   0.00
Avg. price 6M:   2.44
Avg. volume 6M:   0.00
Avg. price 1Y:   2.39
Avg. volume 1Y:   0.00
Volatility 1M:   96.71%
Volatility 6M:   79.51%
Volatility 1Y:   70.87%
Volatility 3Y:   -