OverviewChartNewsTraderScreen

JP Morgan Call 31 MRO 17.01.2025/  DE000JL0X9X8  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 31.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.13
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -0.43
Time value: 0.22
Break-even: 33.20
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.41
Theta: -0.01
Omega: 5.02
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -50.00%
3 Months
  -23.81%
YTD
  -40.74%
1 Year
  -57.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.160
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.430 0.160
High (YTD): 2024-04-11 0.430
Low (YTD): 2024-05-28 0.160
52W High: 2023-10-19 0.630
52W Low: 2024-05-28 0.160
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   0.350
Avg. volume 1Y:   0.000
Volatility 1M:   84.16%
Volatility 6M:   99.11%
Volatility 1Y:   100.73%
Volatility 3Y:   -