JP Morgan Call 35 MRO 20.06.2025/  DE000JK6R306  /

EUWAX
28/05/2024  09:24:41 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.180EUR - -
Bid Size: -
-
Ask Size: -
Marathon Oil Corp 35.00 - 20/06/2025 Call
 

Master data

WKN: JK6R30
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 20/06/2025
Issue date: 05/04/2024
Last trading day: 30/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.81
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.26
Parity: -0.95
Time value: 0.26
Break-even: 37.60
Moneyness: 0.73
Premium: 0.47
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 18.18%
Delta: 0.38
Theta: -0.01
Omega: 3.71
Rho: 0.07
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.250 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -