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JP Morgan Put 20 PENN 17.01.2025/  DE000JL1L1N9  /

EUWAX
9/6/2024  9:11:33 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 20.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.79
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.37
Implied volatility: -
Historic volatility: 0.50
Parity: 0.37
Time value: -0.03
Break-even: 16.60
Moneyness: 1.23
Premium: -0.02
Premium p.a.: -0.05
Spread abs.: 0.01
Spread %: 3.03%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -23.08%
3 Months
  -33.33%
YTD  
+20.00%
1 Year
  -18.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.410 0.260
6M High / 6M Low: 0.600 0.260
High (YTD): 5/31/2024 0.600
Low (YTD): 8/22/2024 0.260
52W High: 5/31/2024 0.600
52W Low: 12/29/2023 0.250
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.417
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   114.03%
Volatility 6M:   110.81%
Volatility 1Y:   101.65%
Volatility 3Y:   -