JP Morgan Call 27 MRO 16.01.2026
/ DE000JK8NB58
JP Morgan Call 27 MRO 16.01.2026/ DE000JK8NB58 /
| 2024-05-22 8:54:39 AM |
Chg.-0.020 |
Bid1:16:04 PM |
Ask1:16:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-3.33% |
0.600
Bid Size: 15,000 |
0.640
Ask Size: 15,000 |
Marathon Oil Corp |
27.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
JK8NB5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.25 |
| Parity: |
-0.28 |
| Time value: |
0.65 |
| Break-even: |
33.50 |
| Moneyness: |
0.90 |
| Premium: |
0.38 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
8.33% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
2.31 |
| Rho: |
0.14 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.590 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
