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JP Morgan Call 90 LYV 17.01.2025/  DE000JL1N1H9  /

EUWAX
10/16/2024  10:56:26 AM Chg.-0.10 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.61EUR -3.69% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 90.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.60
Implied volatility: 0.89
Historic volatility: 0.24
Parity: 1.60
Time value: 1.10
Break-even: 117.00
Moneyness: 1.18
Premium: 0.10
Premium p.a.: 0.47
Spread abs.: 0.08
Spread %: 3.05%
Delta: 0.73
Theta: -0.09
Omega: 2.86
Rho: 0.13
 

Quote data

Open: 2.61
High: 2.61
Low: 2.61
Previous Close: 2.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.97%
1 Month  
+55.36%
3 Months  
+61.11%
YTD  
+27.32%
1 Year  
+47.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.71 2.41
1M High / 1M Low: 2.71 1.68
6M High / 6M Low: 2.71 1.16
High (YTD): 3/22/2024 2.72
Low (YTD): 8/5/2024 1.16
52W High: 3/22/2024 2.72
52W Low: 8/5/2024 1.16
Avg. price 1W:   2.57
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   1.75
Avg. volume 1Y:   0.00
Volatility 1M:   55.05%
Volatility 6M:   87.50%
Volatility 1Y:   83.38%
Volatility 3Y:   -