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JP Morgan Call 25 PENN 17.01.2025/  DE000JL1VWA3  /

EUWAX
9/17/2024  11:23:55 AM Chg.0.000 Bid9:32:25 PM Ask9:32:25 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.100
Bid Size: 250,000		 0.110
Ask Size: 250,000		 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: 13.84
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.50
Parity: -0.70
Time value: 0.13
Break-even: 26.30
Moneyness: 0.72
Premium: 0.46
Premium p.a.: 2.12
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.31
Theta: -0.01
Omega: 4.33
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.43%
1 Month  
+9.09%
3 Months
  -14.29%
YTD
  -82.86%
1 Year
  -79.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.061
1M High / 1M Low: 0.140 0.061
6M High / 6M Low: 0.230 0.061
High (YTD): 1/2/2024 0.660
Low (YTD): 9/11/2024 0.061
52W High: 11/28/2023 0.710
52W Low: 9/11/2024 0.061
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   254.18%
Volatility 6M:   264.12%
Volatility 1Y:   213.90%
Volatility 3Y:   -