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JP Morgan Call 25 PENN 17.01.2025/  DE000JL1VWA3  /

EUWAX
10/9/2024  11:31:21 AM Chg.- Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.060EUR - -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 25.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.42
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.51
Parity: -0.79
Time value: 0.08
Break-even: 25.80
Moneyness: 0.69
Premium: 0.51
Premium p.a.: 3.52
Spread abs.: 0.01
Spread %: 14.29%
Delta: 0.24
Theta: -0.01
Omega: 5.09
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.45%
1 Month
  -14.29%
3 Months
  -68.42%
YTD
  -91.43%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.060
1M High / 1M Low: 0.120 0.060
6M High / 6M Low: 0.220 0.060
High (YTD): 1/2/2024 0.660
Low (YTD): 10/9/2024 0.060
52W High: 11/28/2023 0.710
52W Low: 10/9/2024 0.060
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   0.282
Avg. volume 1Y:   0.000
Volatility 1M:   246.82%
Volatility 6M:   266.67%
Volatility 1Y:   215.92%
Volatility 3Y:   -