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JP Morgan Call 35 MRO 17.01.2025/  DE000JL0XA12  /

EUWAX
2024-05-28  9:54:01 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.076EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 35.00 - 2025-01-17 Call
 

Master data

WKN: JL0XA1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.04
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.26
Parity: -0.90
Time value: 0.13
Break-even: 36.30
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 30.00%
Delta: 0.27
Theta: -0.01
Omega: 5.49
Rho: 0.04
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.080
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.54%
3 Months
  -45.71%
YTD
  -57.78%
1 Year
  -76.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.076
1M High / 1M Low: 0.140 0.076
6M High / 6M Low: 0.290 0.076
High (YTD): 2024-04-11 0.290
Low (YTD): 2024-05-28 0.076
52W High: 2023-10-19 0.490
52W Low: 2024-05-28 0.076
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   116.67%
Volatility 6M:   118.55%
Volatility 1Y:   117.08%
Volatility 3Y:   -