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JP Morgan Call 33 MRO 20.06.2025/  DE000JK6R2Y5  /

EUWAX
5/28/2024  9:24:41 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.230EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 33.00 - 6/20/2025 Call
 

Master data

WKN: JK6R2Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 33.00 -
Maturity: 6/20/2025
Issue date: 4/5/2024
Last trading day: 5/30/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -0.70
Time value: 0.31
Break-even: 36.10
Moneyness: 0.79
Premium: 0.39
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.43
Theta: -0.01
Omega: 3.64
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.230
1M High / 1M Low: 0.330 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -