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JP Morgan Put 15 PENN 17.01.2025/  DE000JL2A5Y9  /

EUWAX
7/8/2024  11:08:21 AM Chg.-0.020 Bid6:26:53 PM Ask6:26:53 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.110
Bid Size: 250,000		 0.120
Ask Size: 250,000		 PENN Entertainment I... 15.00 - 1/17/2025 Put
 

Master data

WKN: JL2A5Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 1/17/2025
Issue date: 5/15/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.08
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.52
Parity: -0.31
Time value: 0.15
Break-even: 13.50
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.25
Theta: -0.01
Omega: -2.96
Rho: -0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -40.00%
3 Months
  -47.83%
YTD     0.00%
1 Year
  -29.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.200 0.130
6M High / 6M Low: 0.280 0.130
High (YTD): 5/31/2024 0.280
Low (YTD): 1/2/2024 0.120
52W High: 5/31/2024 0.280
52W Low: 1/2/2024 0.120
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   158.95%
Volatility 6M:   116.77%
Volatility 1Y:   112.08%
Volatility 3Y:   -