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JP Morgan Call 95 LYV 21.06.2024/  DE000JL7QGY3  /

EUWAX
2024-05-29  10:08:06 AM Chg.-0.090 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.360EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 95.00 USD 2024-06-21 Call
 

Master data

WKN: JL7QGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 20.82
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.01
Time value: 0.42
Break-even: 91.75
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 1.14
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.53
Theta: -0.09
Omega: 10.99
Rho: 0.03
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -25.00%
3 Months
  -60.44%
YTD
  -69.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.390
1M High / 1M Low: 0.840 0.390
6M High / 6M Low: 1.560 0.390
High (YTD): 2024-03-22 1.560
Low (YTD): 2024-05-24 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   0.937
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.54%
Volatility 6M:   175.35%
Volatility 1Y:   -
Volatility 3Y:   -