JP Morgan Call 20 PENN 17.01.2025
/ DE000JB6L136
JP Morgan Call 20 PENN 17.01.2025/ DE000JB6L136 /
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: |
|
- |