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JP Morgan Call 95 LYV 21.06.2024/  DE000JL7QGY3  /

EUWAX
07/06/2024  10:23:29 Chg.-0.070 Bid21:33:23 Ask21:33:23 Underlying Strike price Expiration date Option type
0.160EUR -30.43% 0.089
Bid Size: 50,000		 0.100
Ask Size: 50,000		 Live Nation Entertai... 95.00 USD 21/06/2024 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: 21/06/2024
Issue date: 13/07/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.33
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.25
Time value: 0.21
Break-even: 89.32
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 3.00
Spread abs.: 0.04
Spread %: 23.53%
Delta: 0.40
Theta: -0.11
Omega: 16.07
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.83%
1 Month
  -73.33%
3 Months
  -86.21%
YTD
  -86.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.840 0.230
6M High / 6M Low: 1.560 0.230
High (YTD): 22/03/2024 1.560
Low (YTD): 06/06/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.92%
Volatility 6M:   177.79%
Volatility 1Y:   -
Volatility 3Y:   -