OverviewChartNewsTraderScreen

JP Morgan Call 85 LYV 17.01.2025/  DE000JL1N1G1  /

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
1.80EUR -1.64% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 85.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.14
Implied volatility: 0.65
Historic volatility: 0.25
Parity: 0.14
Time value: 1.75
Break-even: 103.90
Moneyness: 1.02
Premium: 0.20
Premium p.a.: 0.34
Spread abs.: 0.07
Spread %: 3.85%
Delta: 0.63
Theta: -0.04
Omega: 2.89
Rho: 0.22
 

Quote data

Open: 1.80
High: 1.80
Low: 1.80
Previous Close: 1.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+5.26%
3 Months
  -24.05%
YTD
  -21.05%
1 Year
  -13.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.99 1.80
1M High / 1M Low: 2.40 1.71
6M High / 6M Low: 3.00 1.57
High (YTD): 2024-03-22 3.00
Low (YTD): 2024-04-26 1.70
52W High: 2024-03-22 3.00
52W Low: 2023-10-27 1.55
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.17
Avg. volume 6M:   6.91
Avg. price 1Y:   2.15
Avg. volume 1Y:   3.35
Volatility 1M:   102.53%
Volatility 6M:   83.96%
Volatility 1Y:   72.94%
Volatility 3Y:   -