JP Morgan Call 90 LYV 21.06.2024
/ DE000JL7QGW7
JP Morgan Call 90 LYV 21.06.2024/ DE000JL7QGW7 /
| 07/06/2024 10:23:29 |
Chg.-0.090 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Live Nation Entertai... |
90.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JL7QGW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Live Nation Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
13/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
0.23 |
| Break-even: |
87.03 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.63 |
| Theta: |
-0.11 |
| Omega: |
12.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-56.18% |
| 3 Months |
|
|
-74.34% |
| YTD |
|
|
-72.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.390 |
| 1M High / 1M Low: |
1.210 |
0.390 |
| 6M High / 6M Low: |
1.890 |
0.390 |
| High (YTD): |
28/03/2024 |
1.890 |
| Low (YTD): |
07/06/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.69% |
| Volatility 6M: |
|
158.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
