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JP Morgan Call 50 PENN 17.01.2025/  DE000JL2K3L9  /

EUWAX
2024-06-14  8:21:44 AM Chg.- Bid10:02:09 AM Ask10:02:09 AM Underlying Strike price Expiration date Option type
0.022EUR - 0.016
Bid Size: 1,000		 0.046
Ask Size: 1,000		 PENN Entertainment I... 50.00 - 2025-01-17 Call
 

Master data

WKN: JL2K3L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.51
Parity: -3.37
Time value: 0.05
Break-even: 50.47
Moneyness: 0.33
Premium: 2.10
Premium p.a.: 5.90
Spread abs.: 0.03
Spread %: 176.47%
Delta: 0.11
Theta: -0.01
Omega: 3.84
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+69.23%
3 Months
  -24.14%
YTD
  -85.33%
1 Year
  -84.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.017
1M High / 1M Low: 0.022 0.009
6M High / 6M Low: 0.160 0.009
High (YTD): 2024-01-02 0.130
Low (YTD): 2024-05-31 0.009
52W High: 2023-08-09 0.260
52W Low: 2024-05-31 0.009
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.086
Avg. volume 1Y:   0.000
Volatility 1M:   472.20%
Volatility 6M:   273.00%
Volatility 1Y:   233.52%
Volatility 3Y:   -