JP Morgan Call 33 MRO 21.06.2024
/ DE000JB40UP6
JP Morgan Call 33 MRO 21.06.2024/ DE000JB40UP6 /
| 2024-05-22 9:31:53 AM |
Chg.-0.004 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-50.00% |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
33.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB40UP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.25 |
| Parity: |
-0.62 |
| Time value: |
0.04 |
| Break-even: |
30.75 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
17.26 |
| Spread abs.: |
0.03 |
| Spread %: |
600.00% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
10.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.56% |
| 1 Month |
|
|
-89.47% |
| 3 Months |
|
|
-87.88% |
| YTD |
|
|
-95.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.006 |
| 1M High / 1M Low: |
0.038 |
0.006 |
| 6M High / 6M Low: |
0.120 |
0.006 |
| High (YTD): |
2024-04-05 |
0.110 |
| Low (YTD): |
2024-05-20 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.09% |
| Volatility 6M: |
|
223.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
