JP Morgan Call 36 MRO 20.06.2025
/ DE000JK7C140
JP Morgan Call 36 MRO 20.06.2025/ DE000JK7C140 /
| 2024-05-15 11:59:59 AM |
Chg.+0.010 |
Bid7:48:53 PM |
Ask7:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.210
Bid Size: 150,000 |
0.230
Ask Size: 150,000 |
Marathon Oil Corp |
36.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK7C14 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
-0.87 |
| Time value: |
0.26 |
| Break-even: |
35.89 |
| Moneyness: |
0.74 |
| Premium: |
0.46 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
3.69 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.370 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
