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JP Morgan Call 85 LYV 17.01.2025/  DE000JL1N1G1  /

EUWAX
13/09/2024  10:40:00 Chg.-0.04 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
1.69EUR -2.31% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 85.00 - 17/01/2025 Call
 

Master data

WKN: JL1N1G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.42
Implied volatility: 0.79
Historic volatility: 0.24
Parity: 0.42
Time value: 1.43
Break-even: 103.50
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.54
Spread abs.: 0.06
Spread %: 3.35%
Delta: 0.64
Theta: -0.06
Omega: 3.09
Rho: 0.13
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.42%
1 Month  
+9.03%
3 Months  
+16.55%
YTD
  -25.88%
1 Year
  -14.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.45
1M High / 1M Low: 1.74 1.45
6M High / 6M Low: 3.00 1.40
High (YTD): 22/03/2024 3.00
Low (YTD): 05/08/2024 1.40
52W High: 22/03/2024 3.00
52W Low: 05/08/2024 1.40
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   1.91
Avg. volume 6M:   0.00
Avg. price 1Y:   1.96
Avg. volume 1Y:   3.36
Volatility 1M:   63.23%
Volatility 6M:   84.18%
Volatility 1Y:   78.32%
Volatility 3Y:   -