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JP Morgan Put 26 MRO 17.01.2025/  DE000JL0X9R0  /

EUWAX
2024-05-28  9:53:59 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.320EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 26.00 - 2025-01-17 Put
 

Master data

WKN: JL0X9R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Put
Strike price: 26.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.40
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 0.00
Time value: 0.31
Break-even: 22.90
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 6.90%
Delta: -0.40
Theta: -0.01
Omega: -3.40
Rho: -0.08
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.88%
3 Months
  -27.27%
YTD
  -33.33%
1 Year
  -53.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.320
1M High / 1M Low: 0.320 0.280
6M High / 6M Low: 0.590 0.250
High (YTD): 2024-01-19 0.590
Low (YTD): 2024-04-11 0.250
52W High: 2023-06-06 0.720
52W Low: 2024-04-11 0.250
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.485
Avg. volume 1Y:   0.000
Volatility 1M:   58.02%
Volatility 6M:   68.38%
Volatility 1Y:   64.57%
Volatility 3Y:   -