JP Morgan Put 22 MRO 20.06.2025
/ DE000JK24346
JP Morgan Put 22 MRO 20.06.2025/ DE000JK24346 /
| 2024-05-15 10:37:08 AM |
Chg.0.000 |
Bid8:10:18 PM |
Ask8:10:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.240
Bid Size: 200,000 |
0.250
Ask Size: 200,000 |
Marathon Oil Corp |
22.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK2434 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
-0.42 |
| Time value: |
0.26 |
| Break-even: |
17.75 |
| Moneyness: |
0.83 |
| Premium: |
0.28 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
-0.24 |
| Theta: |
0.00 |
| Omega: |
-2.31 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.270 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
