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JP Morgan Call 26 MRO 21.06.2024/  DE000JL4NUG5  /

EUWAX
2024-05-28  9:32:06 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.076EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 26.00 - 2024-06-21 Call
 

Master data

WKN: JL4NUG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-06-21
Issue date: 2023-06-07
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.22
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.24
Historic volatility: 0.26
Parity: -0.05
Time value: 0.14
Break-even: 27.40
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 77.70
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.48
Theta: -0.14
Omega: 8.83
Rho: 0.00
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.087
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -49.33%
3 Months
  -68.33%
YTD
  -70.77%
1 Year
  -81.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.150 0.076
6M High / 6M Low: 0.440 0.076
High (YTD): 2024-04-11 0.440
Low (YTD): 2024-05-28 0.076
52W High: 2023-10-19 0.660
52W Low: 2024-05-28 0.076
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.338
Avg. volume 1Y:   0.000
Volatility 1M:   83.89%
Volatility 6M:   147.71%
Volatility 1Y:   127.17%
Volatility 3Y:   -