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JP Morgan Put 95 LYV 17.01.2025/  DE000JL74ZB3  /

EUWAX
2024-08-09  8:44:24 AM Chg.-0.08 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.17EUR -6.40% -
Bid Size: -		 -
Ask Size: -		 Live Nation Entertai... 95.00 USD 2025-01-17 Put
 

Master data

WKN: JL74ZB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Live Nation Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 95.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.75
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.26
Implied volatility: 0.46
Historic volatility: 0.25
Parity: 0.26
Time value: 0.83
Break-even: 76.13
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 5.31%
Delta: -0.46
Theta: -0.03
Omega: -3.55
Rho: -0.22
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month  
+7.34%
3 Months  
+7.34%
YTD
  -23.03%
1 Year
  -41.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.17
1M High / 1M Low: 1.37 0.94
6M High / 6M Low: 1.74 0.93
High (YTD): 2024-02-06 1.75
Low (YTD): 2024-05-22 0.93
52W High: 2023-10-27 2.44
52W Low: 2024-05-22 0.93
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.22
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   133.59%
Volatility 6M:   99.40%
Volatility 1Y:   77.58%
Volatility 3Y:   -