JP Morgan Call 24 MRO 20.06.2025
/ DE000JK24379
JP Morgan Call 24 MRO 20.06.2025/ DE000JK24379 /
| 2024-05-15 10:37:08 AM |
Chg.+0.010 |
Bid8:06:07 PM |
Ask8:06:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.620
Bid Size: 200,000 |
0.630
Ask Size: 200,000 |
Marathon Oil Corp |
24.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK2437 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
0.24 |
| Time value: |
0.43 |
| Break-even: |
28.89 |
| Moneyness: |
1.11 |
| Premium: |
0.18 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
2.58 |
| Rho: |
0.12 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-27.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.620 |
| 1M High / 1M Low: |
0.870 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
