JP Morgan Call 30 MRO 16.01.2026
/ DE000JK6NGW7
JP Morgan Call 30 MRO 16.01.2026/ DE000JK6NGW7 /
| 2024-05-22 9:04:07 AM |
Chg.-0.020 |
Bid6:25:08 PM |
Ask6:25:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-4.00% |
0.470
Bid Size: 200,000 |
0.490
Ask Size: 200,000 |
Marathon Oil Corp |
30.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK6NGW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
-0.34 |
| Time value: |
0.54 |
| Break-even: |
33.04 |
| Moneyness: |
0.88 |
| Premium: |
0.36 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
10.20% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
2.61 |
| Rho: |
0.14 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.480 |
| 1M High / 1M Low: |
0.610 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
