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JP Morgan Call 25 PENN 17.01.2025/  DE000JL1VWA3  /

EUWAX
01/08/2024  10:59:59 Chg.+0.010 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
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: 8.79
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.52
Parity: -0.66
Time value: 0.21
Break-even: 27.10
Moneyness: 0.74
Premium: 0.47
Premium p.a.: 1.29
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.39
Theta: -0.01
Omega: 3.47
Rho: 0.02
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month  
+5.88%
3 Months  
+5.88%
YTD
  -74.29%
1 Year
  -76.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.490 0.079
High (YTD): 02/01/2024 0.660
Low (YTD): 31/05/2024 0.079
52W High: 09/08/2023 0.900
52W Low: 31/05/2024 0.079
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.376
Avg. volume 1Y:   0.000
Volatility 1M:   185.47%
Volatility 6M:   255.10%
Volatility 1Y:   203.47%
Volatility 3Y:   -