JP Morgan Call 20 PENN 16.01.2026
/ DE000JK63ZF9
JP Morgan Call 20 PENN 16.01.2026/ DE000JK63ZF9 /
2024-09-25 8:28:51 AM |
Chg.-0.050 |
Bid4:22:08 PM |
Ask4:22:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-10.42% |
0.450 Bid Size: 250,000 |
0.460 Ask Size: 250,000 |
PENN Entertainment I... |
20.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK63ZF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PENN Entertainment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.50 |
Parity: |
-0.11 |
Time value: |
0.43 |
Break-even: |
22.16 |
Moneyness: |
0.94 |
Premium: |
0.32 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
9.09% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
2.43 |
Rho: |
0.08 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.69% |
1 Month |
|
|
-12.24% |
3 Months |
|
|
-12.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.480 |
1M High / 1M Low: |
0.520 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |