JP Morgan Call 40 PENN 17.01.2025
/ DE000JL1MWV8
JP Morgan Call 40 PENN 17.01.2025/ DE000JL1MWV8 /
| 7/3/2024 8:55:58 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PENN Entertainment I... |
40.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/12/2023 |
| Last trading day: |
7/4/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.52 |
| Parity: |
-2.20 |
| Time value: |
0.04 |
| Break-even: |
40.41 |
| Moneyness: |
0.45 |
| Premium: |
1.24 |
| Premium p.a.: |
4.65 |
| Spread abs.: |
0.01 |
| Spread %: |
32.26% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
4.84 |
| 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 |
|
|
-9.68% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
-89.63% |
| 1 Year |
|
|
-90.97% |
| 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): |
1/2/2024 |
0.240 |
| Low (YTD): |
5/31/2024 |
0.018 |
| 52W High: |
8/9/2023 |
0.450 |
| 52W Low: |
5/31/2024 |
0.018 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.137 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.80% |
| Volatility 6M: |
|
289.41% |
| Volatility 1Y: |
|
234.55% |
| Volatility 3Y: |
|
- |
