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JP Morgan Call 100 LYV 17.01.2025/  DE000JL1N1K3  /

EUWAX
10/16/2024  10:56:26 AM Chg.-0.09 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.89EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 100.00 - 1/17/2025 Call
 

Master data

WKN: JL1N1K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.44
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.60
Implied volatility: 0.77
Historic volatility: 0.24
Parity: 0.60
Time value: 1.35
Break-even: 119.50
Moneyness: 1.06
Premium: 0.13
Premium p.a.: 0.60
Spread abs.: 0.06
Spread %: 3.17%
Delta: 0.64
Theta: -0.09
Omega: 3.49
Rho: 0.12
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+62.93%
3 Months  
+62.93%
YTD  
+15.95%
1 Year  
+35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.72
1M High / 1M Low: 1.98 1.16
6M High / 6M Low: 1.98 0.76
High (YTD): 3/22/2024 2.20
Low (YTD): 9/9/2024 0.76
52W High: 3/22/2024 2.20
52W Low: 9/9/2024 0.76
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   1.32
Avg. volume 1Y:   0.00
Volatility 1M:   67.99%
Volatility 6M:   103.51%
Volatility 1Y:   96.08%
Volatility 3Y:   -