JP Morgan Call 36 MRO 16.01.2026
/ DE000JK607D4
JP Morgan Call 36 MRO 16.01.2026/ DE000JK607D4 /
2024-05-28 10:51:58 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
- |
- Bid Size: - |
- Ask Size: - |
Marathon Oil Corp |
36.00 - |
2026-01-16 |
Call |
Master data
WKN: |
JK607D |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Marathon Oil Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-05-30 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.26 |
Parity: |
-1.04 |
Time value: |
0.38 |
Break-even: |
39.80 |
Moneyness: |
0.71 |
Premium: |
0.55 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
2.99 |
Rho: |
0.12 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-15.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.370 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |