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JP Morgan Put 20 PENN 21.06.2024/  DE000JL4BA63  /

EUWAX
2024-05-20  8:57:45 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.390EUR - -
Bid Size: -		 -
Ask Size: -		 PENN Entertainment I... 20.00 - 2024-06-21 Put
 

Master data

WKN: JL4BA6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PENN Entertainment Inc
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2023-06-01
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.03
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.39
Implied volatility: 0.75
Historic volatility: 0.49
Parity: 0.39
Time value: 0.01
Break-even: 16.00
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.87
Theta: -0.01
Omega: -3.51
Rho: -0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.43%
3 Months  
+21.88%
YTD  
+200.00%
1 Year  
+69.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.470 0.320
6M High / 6M Low: 0.470 0.130
High (YTD): 2024-05-03 0.470
Low (YTD): 2024-01-08 0.140
52W High: 2024-05-03 0.470
52W Low: 2023-12-29 0.130
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   232.62%
Volatility 6M:   155.88%
Volatility 1Y:   141.54%
Volatility 3Y:   -