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JP Morgan Call 25 PENN 17.01.2025/  DE000JL1VWA3  /

EUWAX
06/09/2024  10:59:54 Chg.-0.008 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.092EUR -8.00% -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 25.00 - 17/01/2025 Call
 

Master data

WKN: JL1VWA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 17/01/2025
Issue date: 12/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.11
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.50
Parity: -0.87
Time value: 0.09
Break-even: 25.90
Moneyness: 0.65
Premium: 0.59
Premium p.a.: 2.60
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.25
Theta: -0.01
Omega: 4.52
Rho: 0.01
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -7.07%
3 Months
  -34.29%
YTD
  -86.86%
1 Year
  -81.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.089
1M High / 1M Low: 0.140 0.089
6M High / 6M Low: 0.260 0.079
High (YTD): 02/01/2024 0.660
Low (YTD): 31/05/2024 0.079
52W High: 28/11/2023 0.710
52W Low: 31/05/2024 0.079
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   168.33%
Volatility 6M:   251.96%
Volatility 1Y:   207.04%
Volatility 3Y:   -