JP Morgan Call 40 PENN 17.01.2025
/ DE000JL1MWV8
JP Morgan Call 40 PENN 17.01.2025/ DE000JL1MWV8 /
2024-06-24 8:52:43 AM |
Chg.-0.005 |
Bid10:01:30 AM |
Ask10:01:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-10.42% |
0.044 Bid Size: 5,000 |
0.074 Ask Size: 5,000 |
PENN Entertainment I... |
40.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL1MWV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PENN Entertainment Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-12 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.52 |
Parity: |
-2.14 |
Time value: |
0.07 |
Break-even: |
40.73 |
Moneyness: |
0.46 |
Premium: |
1.20 |
Premium p.a.: |
3.00 |
Spread abs.: |
0.03 |
Spread %: |
69.77% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
4.12 |
Rho: |
0.01 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.048 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.30% |
1 Month |
|
|
+95.45% |
3 Months |
|
|
-14.00% |
YTD |
|
|
-84.07% |
1 Year |
|
|
-78.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.033 |
1M High / 1M Low: |
0.048 |
0.018 |
6M High / 6M Low: |
0.270 |
0.018 |
High (YTD): |
2024-01-02 |
0.240 |
Low (YTD): |
2024-05-31 |
0.018 |
52W High: |
2023-08-09 |
0.450 |
52W Low: |
2024-05-31 |
0.018 |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.080 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.154 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
484.73% |
Volatility 6M: |
|
269.88% |
Volatility 1Y: |
|
227.01% |
Volatility 3Y: |
|
- |