JP Morgan Call 20 PENN 16.08.2024
/ DE000JT2X6J4
JP Morgan Call 20 PENN 16.08.2024/ DE000JT2X6J4 /
| 15/08/2024 09:53:55 |
Chg.-0.006 |
Bid12:39:44 |
Ask12:39:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-60.00% |
0.004
Bid Size: 5,000 |
0.024
Ask Size: 5,000 |
PENN Entertainment I... |
20.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JT2X6J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PENN Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
26/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.83 |
| Historic volatility: |
0.51 |
| Parity: |
-0.13 |
| Time value: |
0.02 |
| Break-even: |
18.36 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
300.00% |
| Delta: |
0.23 |
| Theta: |
-0.24 |
| Omega: |
18.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-85.71% |
| 1 Month |
|
|
-97.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.010 |
| 1M High / 1M Low: |
0.190 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
