JP Morgan Call 15 PENN 17.01.2025
/ DE000JK9N838
JP Morgan Call 15 PENN 17.01.2025/ DE000JK9N838 /
| 2024-07-31 1:35:41 PM |
Chg.-0.010 |
Bid3:57:33 PM |
Ask3:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.560
Bid Size: 250,000 |
0.570
Ask Size: 250,000 |
PENN Entertainment I... |
15.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK9N83 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PENN Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.52 |
| Parity: |
0.42 |
| Time value: |
0.17 |
| Break-even: |
19.77 |
| Moneyness: |
1.30 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
2.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.470 |
| 1M High / 1M Low: |
0.670 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
