JP Morgan Call 85 LYV 21.06.2024
/ DE000JL9BXP4
JP Morgan Call 85 LYV 21.06.2024/ DE000JL9BXP4 /
| 30/05/2024 09:18:13 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Live Nation Entertai... |
85.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JL9BXP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
02/08/2023 |
| Last trading day: |
06/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.25 |
| Parity: |
-0.10 |
| Time value: |
0.95 |
| Break-even: |
94.50 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
49.03 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.54 |
| Theta: |
-0.45 |
| Omega: |
4.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.31% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-47.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.620 |
0.880 |
| 6M High / 6M Low: |
2.260 |
0.870 |
| High (YTD): |
28/03/2024 |
2.260 |
| Low (YTD): |
26/04/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.86% |
| Volatility 6M: |
|
132.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
