JP Morgan Call 29 MRO 19.07.2024
/ DE000JB59UH3
JP Morgan Call 29 MRO 19.07.2024/ DE000JB59UH3 /
| 2024-05-28 9:58:18 AM |
Chg.- |
Bid9:00:05 AM |
Ask9:00:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
29.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB59UH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
-0.23 |
| Time value: |
0.08 |
| Break-even: |
27.56 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.02 |
| Spread %: |
22.06% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
9.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-77.06% |
| 3 Months |
|
|
-64.55% |
| YTD |
|
|
-79.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.039 |
| 1M High / 1M Low: |
0.180 |
0.039 |
| 6M High / 6M Low: |
0.300 |
0.039 |
| High (YTD): |
2024-04-11 |
0.300 |
| Low (YTD): |
2024-05-28 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.149 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.60% |
| Volatility 6M: |
|
155.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
