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JP Morgan Call 20 PENN 17.01.2025/  DE000JB6L136  /

EUWAX
13/11/2024  09:34:12 Chg.- Bid08:34:27 Ask08:34:27 Underlying Strike price Expiration date Option type
0.270EUR - 0.260
Bid Size: 5,000		 0.270
Ask Size: 5,000		 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: 7.00
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.15
Implied volatility: 0.62
Historic volatility: 0.50
Parity: 0.15
Time value: 0.14
Break-even: 21.74
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.67
Theta: -0.02
Omega: 4.68
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.82%
1 Month  
+58.82%
3 Months  
+12.50%
YTD
  -71.58%
1 Year
  -65.38%
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:   -