JP Morgan Put 25 MRO 21.06.2024
/ DE000JL8NKK9
JP Morgan Put 25 MRO 21.06.2024/ DE000JL8NKK9 /
| 2024-05-24 10:44:35 AM |
Chg.+0.011 |
Bid4:36:30 PM |
Ask4:36:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+18.03% |
0.065
Bid Size: 200,000 |
0.075
Ask Size: 200,000 |
Marathon Oil Corp |
25.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JL8NKK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
-0.07 |
| Time value: |
0.08 |
| Break-even: |
22.31 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-10.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-74.29% |
| YTD |
|
|
-76.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.064 |
0.051 |
| 1M High / 1M Low: |
0.120 |
0.047 |
| 6M High / 6M Low: |
0.410 |
0.047 |
| High (YTD): |
2024-01-19 |
0.410 |
| Low (YTD): |
2024-05-10 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.65% |
| Volatility 6M: |
|
192.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
