JP Morgan Put 18 MRO 17.01.2025
/ DE000JL17FH1
JP Morgan Put 18 MRO 17.01.2025/ DE000JL17FH1 /
| 2024-05-28 9:59:20 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
18.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL17FH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-21 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
-0.75 |
| Time value: |
0.08 |
| Break-even: |
17.20 |
| Moneyness: |
0.71 |
| Premium: |
0.33 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
60.00% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-4.15 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
-36.56% |
| YTD |
|
|
-63.13% |
| 1 Year |
|
|
-80.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.060 |
0.054 |
| 6M High / 6M Low: |
0.210 |
0.054 |
| High (YTD): |
2024-01-19 |
0.210 |
| Low (YTD): |
2024-05-21 |
0.054 |
| 52W High: |
2023-06-23 |
0.320 |
| 52W Low: |
2024-05-21 |
0.054 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.168 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
74.90% |
| Volatility 6M: |
|
94.31% |
| Volatility 1Y: |
|
85.51% |
| Volatility 3Y: |
|
- |
