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JP Morgan Call 35 PENN 17.01.2025/  DE000JL1MWW6  /

EUWAX
20/06/2024  08:59:10 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.055EUR - -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 35.00 - 17/01/2025 Call
 

Master data

WKN: JL1MWW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.16
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.52
Parity: -1.69
Time value: 0.08
Break-even: 35.75
Moneyness: 0.52
Premium: 0.97
Premium p.a.: 2.61
Spread abs.: 0.02
Spread %: 36.36%
Delta: 0.18
Theta: -0.01
Omega: 4.32
Rho: 0.01
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.056
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.77%
3 Months
  -27.63%
YTD
  -85.14%
1 Year
  -81.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.069 0.049
6M High / 6M Low: 0.310 0.027
High (YTD): 02/01/2024 0.330
Low (YTD): 31/05/2024 0.027
52W High: 09/08/2023 0.580
52W Low: 31/05/2024 0.027
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   253.34%
Volatility 6M:   272.50%
Volatility 1Y:   223.19%
Volatility 3Y:   -