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JP Morgan Call 90 LYV 17.01.2025/  DE000JL1N1H9  /

EUWAX
09/08/2024  10:33:39 Chg.+0.11 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.29EUR +9.32% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 90.00 - 17/01/2025 Call
 

Master data

WKN: JL1N1H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.25
Parity: -0.56
Time value: 1.34
Break-even: 103.40
Moneyness: 0.94
Premium: 0.22
Premium p.a.: 0.59
Spread abs.: 0.06
Spread %: 4.69%
Delta: 0.55
Theta: -0.05
Omega: 3.45
Rho: 0.14
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.42%
3 Months
  -31.02%
YTD
  -37.07%
1 Year
  -35.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.16
1M High / 1M Low: 1.71 1.16
6M High / 6M Low: 2.72 1.16
High (YTD): 22/03/2024 2.72
Low (YTD): 05/08/2024 1.16
52W High: 22/03/2024 2.72
52W Low: 05/08/2024 1.16
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   0.00
Volatility 1M:   104.05%
Volatility 6M:   95.23%
Volatility 1Y:   81.59%
Volatility 3Y:   -