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JP Morgan Put 20 PENN 17.01.2025/  DE000JL1L1N9  /

EUWAX
2024-07-31  1:51:53 PM Chg.0.000 Bid4:40:57 PM Ask4:40:57 PM Underlying Strike price Expiration date Option type
0.320EUR 0.00% 0.300
Bid Size: 250,000		 0.310
Ask Size: 250,000		 PENN Entertainment I... 20.00 - 2025-01-17 Put
 

Master data

WKN: JL1L1N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.31
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.20
Implied volatility: 0.49
Historic volatility: 0.52
Parity: 0.20
Time value: 0.14
Break-even: 16.60
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 6.25%
Delta: -0.54
Theta: -0.01
Omega: -2.85
Rho: -0.06
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -8.57%
3 Months
  -36.00%
YTD  
+28.00%
1 Year  
+10.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.370 0.270
6M High / 6M Low: 0.600 0.270
High (YTD): 2024-05-31 0.600
Low (YTD): 2024-01-02 0.260
52W High: 2024-05-31 0.600
52W Low: 2023-12-29 0.250
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.438
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   106.02%
Volatility 6M:   104.87%
Volatility 1Y:   99.02%
Volatility 3Y:   -