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JP Morgan Call 25 PENN 21.06.2024/  DE000JL4BA55  /

EUWAX
2024-06-17  9:02:03 AM Chg.-0.002 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.001
Bid Size: 500		 0.031
Ask Size: 500		 PENN Entertainment I... 25.00 - 2024-06-21 Call
 

Master data

WKN: JL4BA5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.88
Historic volatility: 0.51
Parity: -0.87
Time value: 0.02
Break-even: 25.21
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: 0.10
Theta: -0.11
Omega: 7.86
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -83.33%
3 Months
  -98.61%
YTD
  -99.80%
1 Year
  -99.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.010 0.002
6M High / 6M Low: 0.500 0.002
High (YTD): 2024-01-02 0.440
Low (YTD): 2024-06-11 0.002
52W High: 2023-08-09 0.790
52W Low: 2024-06-11 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.277
Avg. volume 1Y:   0.000
Volatility 1M:   1,627.38%
Volatility 6M:   698.57%
Volatility 1Y:   507.87%
Volatility 3Y:   -