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JP Morgan Put 25 PENN 17.01.2025/  DE000JL1L1T6  /

EUWAX
2024-11-13  9:04:11 AM Chg.-0.070 Bid10:26:42 AM Ask10:26:42 AM Underlying Strike price Expiration date Option type
0.400EUR -14.89% 0.380
Bid Size: 5,000		 0.390
Ask Size: 5,000		 PENN Entertainment I... 25.00 - 2025-01-17 Put
 

Master data

WKN: JL1L1T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.07
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.47
Implied volatility: -
Historic volatility: 0.50
Parity: 0.47
Time value: -0.07
Break-even: 21.00
Moneyness: 1.23
Premium: -0.04
Premium p.a.: -0.18
Spread abs.: 0.01
Spread %: 2.56%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.43%
1 Month
  -37.50%
3 Months
  -37.50%
YTD
  -9.09%
1 Year
  -31.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.460
1M High / 1M Low: 0.640 0.460
6M High / 6M Low: 0.990 0.460
High (YTD): 2024-05-31 0.990
Low (YTD): 2024-11-11 0.460
52W High: 2024-05-31 0.990
52W Low: 2023-12-29 0.440
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.665
Avg. volume 6M:   0.000
Avg. price 1Y:   0.664
Avg. volume 1Y:   0.000
Volatility 1M:   106.85%
Volatility 6M:   96.67%
Volatility 1Y:   85.31%
Volatility 3Y:   -