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JP Morgan Call 95 LYV 21.06.2024/  DE000JL7QGY3  /

EUWAX
6/12/2024  10:19:57 AM Chg.-0.004 Bid1:19:46 PM Ask1:19:46 PM Underlying Strike price Expiration date Option type
0.054EUR -6.90% 0.055
Bid Size: 3,000		 0.095
Ask Size: 3,000		 Live Nation Entertai... 95.00 USD 6/21/2024 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: 6/21/2024
Issue date: 7/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.25
Parity: -0.49
Time value: 0.11
Break-even: 89.56
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 15.33
Spread abs.: 0.05
Spread %: 92.98%
Delta: 0.27
Theta: -0.13
Omega: 20.35
Rho: 0.01
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.058
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.40%
1 Month
  -91.56%
3 Months
  -95.50%
YTD
  -95.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.058
1M High / 1M Low: 0.840 0.058
6M High / 6M Low: 1.560 0.058
High (YTD): 3/22/2024 1.560
Low (YTD): 6/11/2024 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.893
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   318.46%
Volatility 6M:   195.54%
Volatility 1Y:   -
Volatility 3Y:   -