JP Morgan Put 15 PENN 17.01.2025
/ DE000JL2A5Y9
JP Morgan Put 15 PENN 17.01.2025/ DE000JL2A5Y9 /
| 2024-09-25 11:15:10 AM |
Chg.+0.012 |
Bid4:18:59 PM |
Ask4:18:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
+15.79% |
0.084
Bid Size: 250,000 |
0.094
Ask Size: 250,000 |
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: |
-16.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.50 |
| Parity: |
-0.18 |
| Time value: |
0.10 |
| Break-even: |
14.01 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-4.79 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
+1.15% |
| 3 Months |
|
|
-37.14% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
-53.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.066 |
| 1M High / 1M Low: |
0.130 |
0.066 |
| 6M High / 6M Low: |
0.280 |
0.066 |
| High (YTD): |
2024-05-31 |
0.280 |
| Low (YTD): |
2024-09-23 |
0.066 |
| 52W High: |
2024-05-31 |
0.280 |
| 52W Low: |
2024-09-23 |
0.066 |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.174 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
152.89% |
| Volatility 6M: |
|
143.82% |
| Volatility 1Y: |
|
128.97% |
| Volatility 3Y: |
|
- |
