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JP Morgan Call 34 MRO 17.01.2025/  DE000JL0XA04  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.092EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 34.00 - 2025-01-17 Call
 

Master data

WKN: JL0XA0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.80
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -0.73
Time value: 0.15
Break-even: 35.50
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.31
Theta: -0.01
Omega: 5.54
Rho: 0.04
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.096
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -58.18%
3 Months
  -38.67%
YTD
  -54.00%
1 Year
  -70.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.092
1M High / 1M Low: 0.170 0.092
6M High / 6M Low: 0.320 0.092
High (YTD): 2024-04-15 0.320
Low (YTD): 2024-05-28 0.092
52W High: 2023-10-19 0.530
52W Low: 2024-05-28 0.092
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   125.19%
Volatility 6M:   117.99%
Volatility 1Y:   115.32%
Volatility 3Y:   -