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JP Morgan Call 20 PENN 17.01.2025/  DE000JB6L136  /

EUWAX
14/11/2024  09:24:34 Chg.-0.010 Bid10:40:40 Ask10:40:40 Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.260
Bid Size: 7,500		 0.270
Ask Size: 7,500		 PENN Entertainment I... 20.00 USD 17/01/2025 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: 17/01/2025
Issue date: 01/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.12
Implied volatility: 0.57
Historic volatility: 0.50
Parity: 0.12
Time value: 0.14
Break-even: 21.48
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.65
Theta: -0.01
Omega: 5.13
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month  
+52.94%
3 Months  
+8.33%
YTD
  -72.63%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.170
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 0.390 0.150
High (YTD): 03/01/2024 0.890
Low (YTD): 22/10/2024 0.150
52W High: 29/12/2023 0.950
52W Low: 22/10/2024 0.150
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.396
Avg. volume 1Y:   0.000
Volatility 1M:   195.00%
Volatility 6M:   190.95%
Volatility 1Y:   164.27%
Volatility 3Y:   -