JP Morgan Call 25 PENN 17.01.2025
/ DE000JL1VWA3
JP Morgan Call 25 PENN 17.01.2025/ DE000JL1VWA3 /
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: |
|
- |