OverviewChartNewsTraderScreen

JP Morgan Call 45 PENN 17.01.2025/  DE000JL1L1R0  /

EUWAX
20/06/2024  08:58:56 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.025EUR - -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 45.00 - 17/01/2025 Call
 

Master data

WKN: JL1L1R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.52
Parity: -2.65
Time value: 0.06
Break-even: 45.55
Moneyness: 0.41
Premium: 1.46
Premium p.a.: 3.80
Spread abs.: 0.03
Spread %: 120.00%
Delta: 0.13
Theta: -0.01
Omega: 4.25
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.025
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+66.67%
3 Months
  -28.57%
YTD
  -87.50%
1 Year
  -82.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.023
1M High / 1M Low: 0.031 0.013
6M High / 6M Low: 0.200 0.013
High (YTD): 02/01/2024 0.170
Low (YTD): 31/05/2024 0.013
52W High: 09/08/2023 0.350
52W Low: 31/05/2024 0.013
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.113
Avg. volume 1Y:   0.000
Volatility 1M:   468.35%
Volatility 6M:   263.06%
Volatility 1Y:   223.53%
Volatility 3Y:   -