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JP Morgan Call 95 LYV 17.01.2025/  DE000JL1N1J5  /

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
1.33EUR -2.21% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 95.00 - 2025-01-17 Call
 

Master data

WKN: JL1N1J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.25
Parity: -0.86
Time value: 1.41
Break-even: 109.10
Moneyness: 0.91
Premium: 0.26
Premium p.a.: 0.45
Spread abs.: 0.07
Spread %: 5.22%
Delta: 0.54
Theta: -0.04
Omega: 3.29
Rho: 0.20
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.34%
1 Month  
+3.91%
3 Months
  -29.63%
YTD
  -27.32%
1 Year
  -21.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.33
1M High / 1M Low: 1.86 1.28
6M High / 6M Low: 2.45 1.20
High (YTD): 2024-03-22 2.45
Low (YTD): 2024-04-26 1.27
52W High: 2023-07-28 2.49
52W Low: 2023-12-06 1.20
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   1.71
Avg. volume 1Y:   0.00
Volatility 1M:   114.34%
Volatility 6M:   92.68%
Volatility 1Y:   82.04%
Volatility 3Y:   -