JP Morgan Call 30 PENN 17.01.2025
/ DE000JL1L1U4
JP Morgan Call 30 PENN 17.01.2025/ DE000JL1L1U4 /
2024-06-20 8:58:56 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.092EUR |
- |
- Bid Size: - |
- Ask Size: - |
PENN Entertainment I... |
30.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL1L1U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PENN Entertainment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-12 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.52 |
Parity: |
-1.15 |
Time value: |
0.11 |
Break-even: |
31.10 |
Moneyness: |
0.62 |
Premium: |
0.68 |
Premium p.a.: |
1.47 |
Spread abs.: |
0.02 |
Spread %: |
19.57% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
4.22 |
Rho: |
0.02 |
Quote data
Open: |
0.092 |
High: |
0.092 |
Low: |
0.092 |
Previous Close: |
0.093 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.36% |
1 Month |
|
|
+39.39% |
3 Months |
|
|
-23.33% |
YTD |
|
|
-81.96% |
1 Year |
|
|
-77.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.083 |
1M High / 1M Low: |
0.110 |
0.045 |
6M High / 6M Low: |
0.520 |
0.045 |
High (YTD): |
2024-01-02 |
0.460 |
Low (YTD): |
2024-05-31 |
0.045 |
52W High: |
2023-08-09 |
0.750 |
52W Low: |
2024-05-31 |
0.045 |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.174 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.302 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
483.42% |
Volatility 6M: |
|
254.78% |
Volatility 1Y: |
|
207.70% |
Volatility 3Y: |
|
- |