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JP Morgan Call 120 LYV 17.01.2025/  DE000JL1N1P2  /

EUWAX
8/9/2024  10:33:39 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.350EUR +12.90% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 120.00 - 1/17/2025 Call
 

Master data

WKN: JL1N1P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.25
Parity: -3.56
Time value: 0.43
Break-even: 124.30
Moneyness: 0.70
Premium: 0.47
Premium p.a.: 1.42
Spread abs.: 0.09
Spread %: 26.47%
Delta: 0.26
Theta: -0.04
Omega: 5.06
Rho: 0.08
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -25.53%
3 Months
  -50.70%
YTD
  -64.65%
1 Year
  -66.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.580 0.300
6M High / 6M Low: 1.390 0.300
High (YTD): 3/22/2024 1.390
Low (YTD): 8/5/2024 0.300
52W High: 3/22/2024 1.390
52W Low: 8/5/2024 0.300
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   0.000
Avg. price 1Y:   0.776
Avg. volume 1Y:   0.000
Volatility 1M:   163.48%
Volatility 6M:   145.27%
Volatility 1Y:   119.74%
Volatility 3Y:   -