JP Morgan Call 34 MRO 20.06.2025
/ DE000JK6R2Z2
JP Morgan Call 34 MRO 20.06.2025/ DE000JK6R2Z2 /
| 2024-05-15 9:57:27 AM |
Chg.+0.010 |
Bid9:30:12 PM |
Ask9:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.260
Bid Size: 200,000 |
0.270
Ask Size: 200,000 |
Marathon Oil Corp |
34.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK6R2Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
-0.69 |
| Time value: |
0.31 |
| Break-even: |
34.54 |
| Moneyness: |
0.78 |
| Premium: |
0.41 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-38.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.440 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
