JP Morgan Call 20 PENN 17.01.2025
/ DE000JB6L136
JP Morgan Call 20 PENN 17.01.2025/ DE000JB6L136 /
| 2024-06-21 9:21:17 AM |
Chg.+0.090 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+31.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.52 |
| Parity: |
-0.02 |
| Time value: |
0.36 |
| Break-even: |
22.26 |
| Moneyness: |
0.99 |
| Premium: |
0.20 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
3.15 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
+80.95% |
| 3 Months |
|
|
+18.75% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.260 |
| 1M High / 1M Low: |
0.380 |
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: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.76% |
| Volatility 6M: |
|
173.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
