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JP Morgan Put 95 LYV 21.06.2024/  DE000JL7QGX5  /

EUWAX
2024-05-31  10:14:46 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 95.00 USD 2024-06-21 Put
 

Master data

WKN: JL7QGX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Put
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: -20.09
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.12
Implied volatility: 0.47
Historic volatility: 0.25
Parity: 0.12
Time value: 0.31
Break-even: 83.27
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.92
Spread abs.: 0.04
Spread %: 10.26%
Delta: -0.52
Theta: -0.09
Omega: -10.44
Rho: -0.03
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month
  -55.43%
3 Months
  -45.33%
YTD
  -61.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.320
1M High / 1M Low: 0.920 0.160
6M High / 6M Low: 1.660 0.160
High (YTD): 2024-02-06 1.320
Low (YTD): 2024-05-22 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.876
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   613.69%
Volatility 6M:   285.91%
Volatility 1Y:   -
Volatility 3Y:   -