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JP Morgan Call 90 LYV 17.01.2025/  DE000JL1N1H9  /

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
1.55EUR -1.90% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 90.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.27
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.25
Parity: -0.36
Time value: 1.64
Break-even: 106.40
Moneyness: 0.96
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.07
Spread %: 4.46%
Delta: 0.58
Theta: -0.04
Omega: 3.08
Rho: 0.22
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.49%
1 Month  
+4.03%
3 Months
  -26.89%
YTD
  -24.39%
1 Year
  -17.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.55
1M High / 1M Low: 2.12 1.49
6M High / 6M Low: 2.72 1.37
High (YTD): 2024-03-22 2.72
Low (YTD): 2024-04-26 1.47
52W High: 2024-03-22 2.72
52W Low: 2023-12-06 1.37
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.93
Avg. volume 6M:   0.00
Avg. price 1Y:   1.92
Avg. volume 1Y:   0.00
Volatility 1M:   108.75%
Volatility 6M:   88.24%
Volatility 1Y:   78.02%
Volatility 3Y:   -