JP Morgan Put 29 MRO 17.01.2025
/ DE000JB40UV4
JP Morgan Put 29 MRO 17.01.2025/ DE000JB40UV4 /
| 2024-05-28 9:15:33 AM |
Chg.- |
Bid9:00:06 AM |
Ask9:00:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
29.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB40UV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
0.23 |
| Time value: |
0.18 |
| Break-even: |
22.58 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-3.06 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-23.81% |
| YTD |
|
|
-26.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.450 |
| 1M High / 1M Low: |
0.510 |
0.420 |
| 6M High / 6M Low: |
0.780 |
0.380 |
| High (YTD): |
2024-01-19 |
0.780 |
| Low (YTD): |
2024-04-11 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.33% |
| Volatility 6M: |
|
57.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
