JP Morgan Put 27 MRO 20.06.2025
/ DE000JK4DB47
JP Morgan Put 27 MRO 20.06.2025/ DE000JK4DB47 /
| 2024-05-15 8:41:25 AM |
Chg.0.000 |
Bid7:48:53 PM |
Ask7:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.460
Bid Size: 200,000 |
0.470
Ask Size: 200,000 |
Marathon Oil Corp |
27.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK4DB4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
0.04 |
| Time value: |
0.40 |
| Break-even: |
20.53 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-2.11 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
+9.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.430 |
| 1M High / 1M Low: |
0.500 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
