JP Morgan Call 25 PENN 17.01.2025
/ DE000JL1VWA3
JP Morgan Call 25 PENN 17.01.2025/ DE000JL1VWA3 /
| 14/11/2024 11:22:51 |
Chg.+0.001 |
Bid17:54:17 |
Ask17:54:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+1.32% |
0.068
Bid Size: 200,000 |
0.078
Ask Size: 200,000 |
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: |
23.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.50 |
| Parity: |
-0.49 |
| Time value: |
0.08 |
| Break-even: |
25.84 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
6.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.42% |
| 1 Month |
|
|
+28.33% |
| 3 Months |
|
|
-23.00% |
| YTD |
|
|
-89.00% |
| 1 Year |
|
|
-86.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.048 |
| 1M High / 1M Low: |
0.093 |
0.044 |
| 6M High / 6M Low: |
0.220 |
0.044 |
| High (YTD): |
02/01/2024 |
0.660 |
| Low (YTD): |
22/10/2024 |
0.044 |
| 52W High: |
28/11/2023 |
0.710 |
| 52W Low: |
22/10/2024 |
0.044 |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.246 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
281.21% |
| Volatility 6M: |
|
277.21% |
| Volatility 1Y: |
|
225.18% |
| Volatility 3Y: |
|
- |
