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JP Morgan Call 28 MRO 17.01.2025/  DE000JL0X9U4  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.250EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 28.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -0.13
Time value: 0.32
Break-even: 31.20
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.54
Theta: -0.01
Omega: 4.47
Rho: 0.07
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -41.86%
3 Months
  -16.67%
YTD
  -30.56%
1 Year
  -45.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.250
1M High / 1M Low: 0.360 0.250
6M High / 6M Low: 0.560 0.230
High (YTD): 2024-04-11 0.560
Low (YTD): 2024-02-15 0.230
52W High: 2023-10-19 0.750
52W Low: 2024-02-15 0.230
Avg. price 1W:   0.255
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   71.05%
Volatility 6M:   87.16%
Volatility 1Y:   90.94%
Volatility 3Y:   -