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JP Morgan Put 20 PENN 19.07.2024/  DE000JB54TV7  /

EUWAX
2024-06-17  10:48:58 AM Chg.-0.010 Bid11:48:16 AM Ask11:48:16 AM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.290
Bid Size: 7,500		 0.300
Ask Size: 7,500		 PENN Entertainment I... 20.00 USD 2024-07-19 Put
 

Master data

WKN: JB54TV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 20.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.80
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.24
Implied volatility: 0.63
Historic volatility: 0.51
Parity: 0.24
Time value: 0.04
Break-even: 15.88
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.45%
Delta: -0.74
Theta: -0.01
Omega: -4.29
Rho: -0.01
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -27.50%
3 Months
  -14.71%
YTD  
+107.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.210
1M High / 1M Low: 0.510 0.210
6M High / 6M Low: 0.510 0.140
High (YTD): 2024-05-31 0.510
Low (YTD): 2024-01-08 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.04%
Volatility 6M:   168.29%
Volatility 1Y:   -
Volatility 3Y:   -