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JP Morgan Call 20 PENN 17.01.2025/  DE000JB6L136  /

EUWAX
2024-06-11  9:45:28 AM Chg.+0.010 Bid10:01:32 AM Ask10:01:32 AM Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.260
Bid Size: 7,500		 0.280
Ask Size: 7,500		 PENN Entertainment I... 20.00 USD 2025-01-17 Call
 

Master data

WKN: JB6L13
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.39
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.50
Parity: -0.26
Time value: 0.25
Break-even: 21.09
Moneyness: 0.86
Premium: 0.32
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.51
Theta: -0.01
Omega: 3.23
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.04%
3 Months
  -29.73%
YTD
  -72.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.280 0.160
6M High / 6M Low: 0.950 0.160
High (YTD): 2024-01-03 0.890
Low (YTD): 2024-05-30 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.46%
Volatility 6M:   159.45%
Volatility 1Y:   -
Volatility 3Y:   -