JP Morgan Put 95 LYV 21.06.2024
/ DE000JL7QGX5
JP Morgan Put 95 LYV 21.06.2024/ DE000JL7QGX5 /
| 6/10/2024 10:19:40 AM |
Chg.- |
Bid2:49:55 PM |
Ask2:49:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Live Nation Entertai... |
95.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
7/13/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
0.49 |
| Time value: |
0.10 |
| Break-even: |
82.36 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
-0.73 |
| Theta: |
-0.11 |
| Omega: |
-10.34 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.12% |
| 1 Month |
|
|
+36.11% |
| 3 Months |
|
|
-23.44% |
| YTD |
|
|
-54.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.340 |
| 1M High / 1M Low: |
0.490 |
0.160 |
| 6M High / 6M Low: |
1.420 |
0.160 |
| High (YTD): |
2/6/2024 |
1.320 |
| Low (YTD): |
5/22/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
615.91% |
| Volatility 6M: |
|
288.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
