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JP Morgan Put 15 PENN 17.01.2025/  DE000JL2A5Y9  /

EUWAX
2024-06-21  10:56:39 AM Chg.-0.040 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.130EUR -23.53% -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 15.00 - 2025-01-17 Put
 

Master data

WKN: JL2A5Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2025-01-17
Issue date: 2023-05-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.36
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.52
Parity: -0.35
Time value: 0.15
Break-even: 13.50
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.23
Theta: -0.01
Omega: -2.87
Rho: -0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -45.83%
3 Months
  -40.91%
YTD  
+8.33%
1 Year
  -27.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.280 0.130
6M High / 6M Low: 0.280 0.120
High (YTD): 2024-05-31 0.280
Low (YTD): 2024-01-02 0.120
52W High: 2024-05-31 0.280
52W Low: 2024-01-02 0.120
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   188.08%
Volatility 6M:   118.16%
Volatility 1Y:   110.84%
Volatility 3Y:   -