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JP Morgan Call 40 PENN 17.01.2025/  DE000JL1MWV8  /

EUWAX
6/28/2024  8:55:54 AM Chg.+0.003 Bid4:24:24 PM Ask4:24:24 PM Underlying Strike price Expiration date Option type
0.031EUR +10.71% 0.040
Bid Size: 125,000		 0.050
Ask Size: 125,000		 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: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.92
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.52
Parity: -2.24
Time value: 0.06
Break-even: 40.61
Moneyness: 0.44
Premium: 1.30
Premium p.a.: 3.48
Spread abs.: 0.03
Spread %: 96.77%
Delta: 0.14
Theta: -0.01
Omega: 4.19
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.42%
1 Month  
+24.00%
3 Months
  -47.46%
YTD
  -88.52%
1 Year
  -85.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.027
1M High / 1M Low: 0.048 0.018
6M High / 6M Low: 0.270 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:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   483.17%
Volatility 6M:   268.15%
Volatility 1Y:   228.44%
Volatility 3Y:   -