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JP Morgan Call 20 PENN 17.01.2025/  DE000JB6L136  /

EUWAX
2024-07-31  2:07:00 PM Chg.-0.010 Bid8:28:00 PM Ask8:28:00 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.330
Bid Size: 250,000		 0.340
Ask Size: 250,000		 PENN Entertainment I... 20.00 USD 2025-01-17 Call
 

Master data

WKN: JB6L13
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.52
Parity: -0.05
Time value: 0.31
Break-even: 21.64
Moneyness: 0.98
Premium: 0.20
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.58
Theta: -0.01
Omega: 3.34
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+6.67%
3 Months  
+14.29%
YTD
  -66.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.390 0.250
6M High / 6M Low: 0.710 0.160
High (YTD): 2024-01-03 0.890
Low (YTD): 2024-05-30 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.92%
Volatility 6M:   179.66%
Volatility 1Y:   -
Volatility 3Y:   -