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JP Morgan Put 20 PENN 17.01.2025/  DE000JL1L1N9  /

EUWAX
2024-08-01  8:55:06 AM Chg.-0.020 Bid5:26:51 PM Ask5:26:51 PM Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.350
Bid Size: 250,000		 0.360
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: -5.77
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.16
Implied volatility: 0.49
Historic volatility: 0.52
Parity: 0.16
Time value: 0.17
Break-even: 16.80
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 6.67%
Delta: -0.51
Theta: -0.01
Omega: -2.93
Rho: -0.06
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month
  -9.09%
3 Months
  -40.00%
YTD  
+20.00%
1 Year     0.00%
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:   0.336
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:   103.47%
Volatility 6M:   104.13%
Volatility 1Y:   98.97%
Volatility 3Y:   -