JP Morgan Put 24 MRO 21.06.2024
/ DE000JL4XYU7
JP Morgan Put 24 MRO 21.06.2024/ DE000JL4XYU7 /
| 2024-05-22 10:32:24 AM |
Chg.+0.006 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
24.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL4XYU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-0.02 |
| Time value: |
0.04 |
| Break-even: |
23.60 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
60.00% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-24.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-87.50% |
| YTD |
|
|
-88.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.024 |
| 1M High / 1M Low: |
0.078 |
0.024 |
| 6M High / 6M Low: |
0.360 |
0.024 |
| High (YTD): |
2024-01-19 |
0.360 |
| Low (YTD): |
2024-05-21 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.89% |
| Volatility 6M: |
|
200.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
