JP Morgan Call 20 PENN 20.09.2024
/ DE000JK3R6Q5
JP Morgan Call 20 PENN 20.09.2024/ DE000JK3R6Q5 /
2024-09-06 10:13:24 AM |
Chg.-0.014 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-24.56% |
- Bid Size: - |
- Ask Size: - |
PENN Entertainment I... |
20.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JK3R6Q |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PENN Entertainment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-22 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.50 |
Parity: |
-0.17 |
Time value: |
0.03 |
Break-even: |
18.37 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
27.74 |
Spread abs.: |
0.01 |
Spread %: |
43.48% |
Delta: |
0.26 |
Theta: |
-0.03 |
Omega: |
12.75 |
Rho: |
0.00 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.52% |
1 Month |
|
|
-54.26% |
3 Months |
|
|
-69.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.037 |
1M High / 1M Low: |
0.130 |
0.037 |
6M High / 6M Low: |
0.310 |
0.037 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.079 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.52% |
Volatility 6M: |
|
333.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |