JP Morgan Call 20 PENN 17.01.2025
/ DE000JB6L136
JP Morgan Call 20 PENN 17.01.2025/ DE000JB6L136 /
| 9/26/2024 9:29:37 AM |
Chg.- |
Bid5:58:48 PM |
Ask5:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
- |
0.220
Bid Size: 250,000 |
0.230
Ask Size: 250,000 |
PENN Entertainment I... |
20.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.50 |
| Parity: |
-0.09 |
| Time value: |
0.20 |
| Break-even: |
19.86 |
| Moneyness: |
0.95 |
| Premium: |
0.17 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
4.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
-78.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
0.390 |
0.160 |
| High (YTD): |
1/3/2024 |
0.890 |
| Low (YTD): |
9/11/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.34% |
| Volatility 6M: |
|
185.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
