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JP Morgan Call 25 PENN 17.01.2025/  DE000JL1VWA3  /

EUWAX
2024-06-21  10:53:34 AM Chg.- Bid8:44:54 AM Ask8:44:54 AM Underlying Strike price Expiration date Option type
0.220EUR - 0.200
Bid Size: 5,000		 0.220
Ask Size: 5,000		 PENN Entertainment I... 25.00 - 2025-01-17 Call
 

Master data

WKN: JL1VWA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.52
Parity: -0.65
Time value: 0.22
Break-even: 27.20
Moneyness: 0.74
Premium: 0.47
Premium p.a.: 0.95
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.40
Theta: -0.01
Omega: 3.41
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+120.00%
3 Months  
+15.79%
YTD
  -68.57%
1 Year
  -60.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.220 0.079
6M High / 6M Low: 0.700 0.079
High (YTD): 2024-01-02 0.660
Low (YTD): 2024-05-31 0.079
52W High: 2023-08-09 0.900
52W Low: 2024-05-31 0.079
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   475.17%
Volatility 6M:   248.73%
Volatility 1Y:   197.83%
Volatility 3Y:   -