OverviewChartNewsTraderScreen

JP Morgan Call 23 MRO 17.01.2025/  DE000JL1ZRG1  /

EUWAX
2024-05-28  10:52:07 AM Chg.- Bid9:00:04 AM Ask9:00:04 AM Underlying Strike price Expiration date Option type
0.470EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 23.00 - 2025-01-17 Call
 

Master data

WKN: JL1ZRG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 2025-01-17
Issue date: 2023-04-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.14
Implied volatility: 0.62
Historic volatility: 0.25
Parity: 0.14
Time value: 0.42
Break-even: 28.60
Moneyness: 1.06
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.66
Theta: -0.01
Omega: 2.87
Rho: 0.07
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month
  -29.85%
3 Months
  -2.08%
YTD
  -14.55%
1 Year
  -29.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
1M High / 1M Low: 0.690 0.470
6M High / 6M Low: 0.830 0.400
High (YTD): 2024-04-12 0.830
Low (YTD): 2024-02-15 0.400
52W High: 2023-10-19 0.990
52W Low: 2024-02-15 0.400
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   0.647
Avg. volume 1Y:   0.000
Volatility 1M:   89.48%
Volatility 6M:   70.09%
Volatility 1Y:   74.29%
Volatility 3Y:   -