JP Morgan Call 20 PENN 20.09.2024
/ DE000JK3R6Q5
JP Morgan Call 20 PENN 20.09.2024/ DE000JK3R6Q5 /
| 06/09/2024 10:13:24 |
Chg.-0.014 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-24.56% |
-
Bid Size: - |
-
Ask Size: - |
PENN Entertainment I... |
20.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
22/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.50 |
| Parity: |
-0.10 |
| Time value: |
0.06 |
| Break-even: |
18.56 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
9.55 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
11.10 |
| 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 |
|
|
-54.74% |
| 3 Months |
|
|
-64.17% |
| 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: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.54% |
| Volatility 6M: |
|
331.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
