JP Morgan Put 15 PENN 18.10.2024/  DE000JK2CP36  /

EUWAX
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:   -