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JP Morgan Put 100 LYV 17.01.2025/  DE000JL85HE1  /

EUWAX
09/08/2024  10:33:36 Chg.-0.12 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.42EUR -7.79% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 100.00 USD 17/01/2025 Put
 

Master data

WKN: JL85HE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 17/01/2025
Issue date: 27/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.36
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.72
Implied volatility: 0.44
Historic volatility: 0.25
Parity: 0.72
Time value: 0.61
Break-even: 78.33
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 4.32%
Delta: -0.53
Theta: -0.03
Omega: -3.38
Rho: -0.25
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.65%
1 Month  
+5.97%
3 Months  
+6.77%
YTD
  -18.86%
1 Year
  -36.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.42
1M High / 1M Low: 1.65 1.16
6M High / 6M Low: 2.01 1.15
High (YTD): 06/02/2024 2.03
Low (YTD): 22/05/2024 1.15
52W High: 27/10/2023 2.73
52W Low: 22/05/2024 1.15
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   1.83
Avg. volume 1Y:   0.00
Volatility 1M:   104.62%
Volatility 6M:   85.50%
Volatility 1Y:   68.32%
Volatility 3Y:   -