JP Morgan Call 30 MRO 20.06.2025
/ DE000JK4UYT6
JP Morgan Call 30 MRO 20.06.2025/ DE000JK4UYT6 /
| 2024-05-15 8:22:18 AM |
Chg.+0.010 |
Bid7:48:53 PM |
Ask7:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.380
Bid Size: 200,000 |
0.390
Ask Size: 200,000 |
Marathon Oil Corp |
30.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK4UYT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
-0.32 |
| Time value: |
0.43 |
| Break-even: |
32.04 |
| Moneyness: |
0.89 |
| Premium: |
0.30 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.10 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
-33.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.590 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
