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JP Morgan Put 20 PENN 19.07.2024/  DE000JB54TV7  /

EUWAX
08/07/2024  10:44:12 Chg.-0.065 Bid15:58:58 Ask15:58:58 Underlying Strike price Expiration date Option type
0.085EUR -43.33% 0.083
Bid Size: 250,000		 0.093
Ask Size: 250,000		 PENN Entertainment I... 20.00 USD 19/07/2024 Put
 

Master data

WKN: JB54TV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 20.00 USD
Maturity: 19/07/2024
Issue date: 20/11/2023
Last trading day: 18/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.04
Implied volatility: 0.81
Historic volatility: 0.52
Parity: 0.04
Time value: 0.08
Break-even: 17.27
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 3.57
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.52
Theta: -0.05
Omega: -7.90
Rho: 0.00
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -71.67%
3 Months
  -77.03%
YTD
  -39.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 0.510 0.130
High (YTD): 31/05/2024 0.510
Low (YTD): 01/07/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.31%
Volatility 6M:   182.10%
Volatility 1Y:   -
Volatility 3Y:   -