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JP Morgan Call 90 LYV 21.06.2024/  DE000JL7QGW7  /

EUWAX
2024-05-29  10:08:06 AM Chg.-0.120 Bid8:50:24 PM Ask8:50:24 PM Underlying Strike price Expiration date Option type
0.620EUR -16.22% 0.610
Bid Size: 50,000		 0.620
Ask Size: 50,000		 Live Nation Entertai... 90.00 USD 2024-06-21 Call
 

Master data

WKN: JL7QGW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.49
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.45
Implied volatility: 0.50
Historic volatility: 0.25
Parity: 0.45
Time value: 0.25
Break-even: 89.94
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.56
Spread abs.: 0.04
Spread %: 6.06%
Delta: 0.69
Theta: -0.09
Omega: 8.66
Rho: 0.03
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.76%
1 Month
  -10.14%
3 Months
  -45.61%
YTD
  -56.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.640
1M High / 1M Low: 1.210 0.640
6M High / 6M Low: 1.890 0.620
High (YTD): 2024-03-28 1.890
Low (YTD): 2024-04-26 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.816
Avg. volume 1M:   0.000
Avg. price 6M:   1.178
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.69%
Volatility 6M:   156.18%
Volatility 1Y:   -
Volatility 3Y:   -