JP Morgan Call 20 PENN 18.10.2024/  DE000JK2CP44  /

EUWAX
7/31/2024  10:37:38 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% -
Bid Size: -
-
Ask Size: -
PENN Entertainment I... 20.00 USD 10/18/2024 Call
 

Master data

WKN: JK2CP4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 10/18/2024
Issue date: 2/29/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.52
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.52
Parity: -0.05
Time value: 0.24
Break-even: 20.89
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.55
Theta: -0.02
Omega: 4.14
Rho: 0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month     0.00%
3 Months  
+9.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.170
1M High / 1M Low: 0.310 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -