JP Morgan Put 25 PENN 17.01.2025
/ DE000JL1L1T6
JP Morgan Put 25 PENN 17.01.2025/ DE000JL1L1T6 /
2024-09-25 9:03:41 AM |
Chg.+0.050 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+8.93% |
- Bid Size: - |
- Ask Size: - |
PENN Entertainment I... |
25.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL1L1T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PENN Entertainment Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-12 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.82 |
Implied volatility: |
- |
Historic volatility: |
0.50 |
Parity: |
0.82 |
Time value: |
-0.25 |
Break-even: |
19.30 |
Moneyness: |
1.49 |
Premium: |
-0.15 |
Premium p.a.: |
-0.40 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.96% |
1 Month |
|
|
+7.02% |
3 Months |
|
|
-14.08% |
YTD |
|
|
+38.64% |
1 Year |
|
|
-1.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.520 |
1M High / 1M Low: |
0.720 |
0.520 |
6M High / 6M Low: |
0.990 |
0.520 |
High (YTD): |
2024-05-31 |
0.990 |
Low (YTD): |
2024-01-02 |
0.460 |
52W High: |
2024-05-31 |
0.990 |
52W Low: |
2023-12-29 |
0.440 |
Avg. price 1W: |
|
0.535 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.609 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.733 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.676 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
88.21% |
Volatility 6M: |
|
90.58% |
Volatility 1Y: |
|
85.13% |
Volatility 3Y: |
|
- |