JP Morgan Call 31 MRO 17.01.2025
/ DE000JL0X9X8
JP Morgan Call 31 MRO 17.01.2025/ DE000JL0X9X8 /
| 28/05/2024 09:54:01 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
31.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
14/04/2023 |
| Last trading day: |
30/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
-0.52 |
| Time value: |
0.22 |
| Break-even: |
33.20 |
| Moneyness: |
0.83 |
| Premium: |
0.29 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
4.67 |
| Rho: |
0.05 |
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 |
|
|
0.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
-40.74% |
| 1 Year |
|
|
-62.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.250 |
0.160 |
| 6M High / 6M Low: |
0.430 |
0.160 |
| High (YTD): |
11/04/2024 |
0.430 |
| Low (YTD): |
28/05/2024 |
0.160 |
| 52W High: |
19/10/2023 |
0.630 |
| 52W Low: |
28/05/2024 |
0.160 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.349 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.15% |
| Volatility 6M: |
|
98.52% |
| Volatility 1Y: |
|
98.86% |
| Volatility 3Y: |
|
- |
