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JP Morgan Call 32 MRO 17.01.2025/  DE000JL0X9Y6  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 32.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.05
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -0.53
Time value: 0.19
Break-even: 33.90
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.37
Theta: -0.01
Omega: 5.26
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -53.57%
3 Months
  -31.58%
YTD
  -45.83%
1 Year
  -63.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.390 0.130
High (YTD): 2024-04-11 0.390
Low (YTD): 2024-05-28 0.130
52W High: 2023-10-19 0.600
52W Low: 2024-05-28 0.130
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   106.14%
Volatility 6M:   106.90%
Volatility 1Y:   106.73%
Volatility 3Y:   -