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JP Morgan Call 27 MRO 17.01.2025/  DE000JL0X9T6  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.290EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 27.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.42
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -0.03
Time value: 0.36
Break-even: 30.60
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.58
Theta: -0.01
Omega: 4.30
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -39.58%
3 Months
  -12.12%
YTD
  -25.64%
1 Year
  -40.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.290
1M High / 1M Low: 0.410 0.290
6M High / 6M Low: 0.610 0.260
High (YTD): 2024-04-11 0.610
Low (YTD): 2024-02-15 0.260
52W High: 2023-10-19 0.800
52W Low: 2024-02-15 0.260
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   74.79%
Volatility 6M:   84.69%
Volatility 1Y:   88.59%
Volatility 3Y:   -