JP Morgan Call 32 MRO 21.06.2024
/ DE000JB2D710
JP Morgan Call 32 MRO 21.06.2024/ DE000JB2D710 /
| 2024-05-22 10:56:55 AM |
Chg.-0.003 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-37.50% |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
32.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB2D71 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
-0.53 |
| Time value: |
0.03 |
| Break-even: |
29.75 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
11.21 |
| Spread abs.: |
0.02 |
| Spread %: |
285.71% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
12.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.54% |
| 1 Month |
|
|
-90.91% |
| 3 Months |
|
|
-87.80% |
| YTD |
|
|
-94.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.008 |
| 1M High / 1M Low: |
0.055 |
0.008 |
| 6M High / 6M Low: |
0.150 |
0.008 |
| High (YTD): |
2024-04-08 |
0.140 |
| Low (YTD): |
2024-05-21 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.39% |
| Volatility 6M: |
|
210.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
