JP Morgan Put 27 MRO 31.05.2024
/ DE000JK81SM2
JP Morgan Put 27 MRO 31.05.2024/ DE000JK81SM2 /
2024-05-22 11:27:46 AM |
Chg.+0.021 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+23.60% |
- Bid Size: - |
- Ask Size: - |
Marathon Oil Corp |
27.00 USD |
2024-05-31 |
Put |
Master data
WKN: |
JK81SM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Marathon Oil Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
27.00 USD |
Maturity: |
2024-05-31 |
Issue date: |
2024-05-10 |
Last trading day: |
2024-05-30 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.48 |
Historic volatility: |
0.25 |
Parity: |
0.07 |
Time value: |
0.04 |
Break-even: |
23.78 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.01 |
Spread %: |
12.24% |
Delta: |
-0.62 |
Theta: |
-0.04 |
Omega: |
-13.61 |
Rho: |
0.00 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.089 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.089 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |