JP Morgan Call 23 MRO 17.01.2025
/ DE000JL1ZRG1
JP Morgan Call 23 MRO 17.01.2025/ DE000JL1ZRG1 /
| 2024-05-28 10:52:07 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
23.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1ZRG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-28 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
0.28 |
| Time value: |
0.28 |
| Break-even: |
28.60 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.26 |
| Rho: |
0.08 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.34% |
| 3 Months |
|
|
-6.00% |
| YTD |
|
|
-14.55% |
| 1 Year |
|
|
-31.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.610 |
0.470 |
| 6M High / 6M Low: |
0.830 |
0.400 |
| High (YTD): |
2024-04-12 |
0.830 |
| Low (YTD): |
2024-02-15 |
0.400 |
| 52W High: |
2023-10-19 |
0.990 |
| 52W Low: |
2024-02-15 |
0.400 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.647 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
53.82% |
| Volatility 6M: |
|
69.32% |
| Volatility 1Y: |
|
72.08% |
| Volatility 3Y: |
|
- |
