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JP Morgan Call 40 PENN 17.01.2025/  DE000JL1MWV8  /

EUWAX
03/07/2024  08:55:58 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.028EUR - -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 40.00 - 17/01/2025 Call
 

Master data

WKN: JL1MWV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 04/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.52
Parity: -2.16
Time value: 0.04
Break-even: 40.41
Moneyness: 0.46
Premium: 1.19
Premium p.a.: 4.44
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.11
Theta: -0.01
Omega: 4.95
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.030
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -22.22%
3 Months
  -36.36%
YTD
  -89.63%
1 Year
  -91.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.036 0.028
6M High / 6M Low: 0.170 0.018
High (YTD): 02/01/2024 0.240
Low (YTD): 31/05/2024 0.018
52W High: 09/08/2023 0.450
52W Low: 31/05/2024 0.018
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.137
Avg. volume 1Y:   0.000
Volatility 1M:   111.80%
Volatility 6M:   289.13%
Volatility 1Y:   235.01%
Volatility 3Y:   -