JP Morgan Call 25 PENN 16.01.2026
/ DE000JK63ZG7
JP Morgan Call 25 PENN 16.01.2026/ DE000JK63ZG7 /
| 14/11/2024 08:25:18 |
Chg.-0.020 |
Bid10:40:40 |
Ask10:40:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.400
Bid Size: 7,500 |
0.440
Ask Size: 7,500 |
PENN Entertainment I... |
25.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK63ZG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PENN Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
03/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.50 |
| Parity: |
-0.36 |
| Time value: |
0.41 |
| Break-even: |
27.73 |
| Moneyness: |
0.85 |
| Premium: |
0.38 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.08 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.48% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.290 |
| 1M High / 1M Low: |
0.410 |
0.260 |
| 6M High / 6M Low: |
0.420 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.48% |
| Volatility 6M: |
|
140.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
