JP Morgan Put 20 PENN 17.01.2025
/ DE000JL1L1N9
JP Morgan Put 20 PENN 17.01.2025/ DE000JL1L1N9 /
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: |
|
- |