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JP Morgan Call 27 MRO 21.06.2024/  DE000JL4NUH3  /

EUWAX
2024-05-28  9:32:06 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.042EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 27.00 - 2024-06-21 Call
 

Master data

WKN: JL4NUH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 2024-06-21
Issue date: 2023-06-07
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.26
Parity: -0.07
Time value: 0.10
Break-even: 27.95
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 8.55
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.44
Theta: -0.06
Omega: 12.07
Rho: 0.00
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.051
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -72.00%
3 Months
  -72.00%
YTD
  -81.74%
1 Year
  -89.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.110 0.042
6M High / 6M Low: 0.380 0.042
High (YTD): 2024-04-11 0.380
Low (YTD): 2024-05-28 0.042
52W High: 2023-10-19 0.610
52W Low: 2024-05-28 0.042
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   117.06%
Volatility 6M:   164.86%
Volatility 1Y:   138.53%
Volatility 3Y:   -