JP Morgan Put 27 MRO 17.01.2025
/ DE000JL9YYJ7
JP Morgan Put 27 MRO 17.01.2025/ DE000JL9YYJ7 /
| 2024-05-28 8:26:57 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
27.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL9YYJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-15 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.12 |
| Time value: |
0.23 |
| Break-even: |
23.50 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-3.45 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
-22.92% |
| YTD |
|
|
-31.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.370 |
0.320 |
| 6M High / 6M Low: |
0.660 |
0.290 |
| High (YTD): |
2024-01-18 |
0.660 |
| Low (YTD): |
2024-04-11 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.44% |
| Volatility 6M: |
|
61.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
