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JP Morgan Call 20 PENN 17.01.2025/  DE000JB6L136  /

EUWAX
16/08/2024  09:23:15 Chg.+0.030 Bid21:21:31 Ask21:21:31 Underlying Strike price Expiration date Option type
0.260EUR +13.04% 0.250
Bid Size: 250,000		 0.260
Ask Size: 250,000		 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: 7.13
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.51
Parity: -0.07
Time value: 0.25
Break-even: 20.69
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.55
Theta: -0.01
Omega: 3.93
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -21.21%
3 Months  
+30.00%
YTD
  -72.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.340 0.190
6M High / 6M Low: 0.430 0.160
High (YTD): 03/01/2024 0.890
Low (YTD): 30/05/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.32%
Volatility 6M:   182.85%
Volatility 1Y:   -
Volatility 3Y:   -