JP Morgan Put 90 LYV 17.01.2025
/ DE000JL653C9
JP Morgan Put 90 LYV 17.01.2025/ DE000JL653C9 /
| 2024-05-31 11:44:29 AM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+1.03% |
-
Bid Size: - |
-
Ask Size: - |
Live Nation Entertai... |
90.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL653C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.36 |
| Time value: |
0.66 |
| Break-even: |
79.80 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
7.37% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-3.99 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.970 |
| High: |
0.980 |
| Low: |
0.970 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-19.01% |
| YTD |
|
|
-24.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.900 |
| 1M High / 1M Low: |
1.260 |
0.740 |
| 6M High / 6M Low: |
1.750 |
0.740 |
| High (YTD): |
2024-02-05 |
1.510 |
| Low (YTD): |
2024-05-22 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.89% |
| Volatility 6M: |
|
92.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
