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JP Morgan Call 26 MRO 17.01.2025/  DE000JL0X9S8  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid9:00:03 AM Ask9:00:03 AM Underlying Strike price Expiration date Option type
0.330EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 26.00 - 2025-01-17 Call
 

Master data

WKN: JL0X9S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -0.16
Time value: 0.41
Break-even: 30.10
Moneyness: 0.94
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.56
Theta: -0.01
Omega: 3.32
Rho: 0.06
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -35.29%
3 Months
  -8.33%
YTD
  -23.26%
1 Year
  -41.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.530 0.330
6M High / 6M Low: 0.660 0.290
High (YTD): 2024-04-11 0.660
Low (YTD): 2024-02-15 0.290
52W High: 2023-10-19 0.840
52W Low: 2024-02-15 0.290
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   0.520
Avg. volume 1Y:   0.000
Volatility 1M:   98.85%
Volatility 6M:   78.45%
Volatility 1Y:   83.44%
Volatility 3Y:   -