JP Morgan Put 15 PENN 18.10.2024
/ DE000JK2CP36
JP Morgan Put 15 PENN 18.10.2024/ DE000JK2CP36 /
| 2024-08-01 10:27:57 AM |
Chg.-0.006 |
Bid6:36:07 PM |
Ask6:36:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-8.96% |
0.078
Bid Size: 250,000 |
0.088
Ask Size: 250,000 |
PENN Entertainment I... |
15.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK2CP3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PENN Entertainment Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.52 |
| Parity: |
-0.46 |
| Time value: |
0.06 |
| Break-even: |
13.21 |
| Moneyness: |
0.75 |
| Premium: |
0.28 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-4.51 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.46% |
| 1 Month |
|
|
-26.51% |
| 3 Months |
|
|
-67.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.067 |
| 1M High / 1M Low: |
0.092 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
