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JP Morgan Call 25 MRO 17.01.2025/  DE000JL0X9P4  /

EUWAX
2024-05-28  9:53:59 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.370EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 25.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.93
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.17
Implied volatility: 0.40
Historic volatility: 0.26
Parity: 0.17
Time value: 0.28
Break-even: 29.50
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.67
Theta: -0.01
Omega: 3.97
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month
  -36.21%
3 Months
  -9.76%
YTD
  -19.57%
1 Year
  -32.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.370
1M High / 1M Low: 0.500 0.370
6M High / 6M Low: 0.710 0.320
High (YTD): 2024-04-15 0.710
Low (YTD): 2024-01-22 0.320
52W High: 2023-10-19 0.890
52W Low: 2024-01-22 0.320
Avg. price 1W:   0.375
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   56.79%
Volatility 6M:   75.84%
Volatility 1Y:   82.19%
Volatility 3Y:   -