JP Morgan Put 19 MRO 17.01.2025
/ DE000JL0W092
JP Morgan Put 19 MRO 17.01.2025/ DE000JL0W092 /
| 2024-05-28 9:53:59 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
19.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL0W09 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
19.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
-0.64 |
| Time value: |
0.10 |
| Break-even: |
18.04 |
| Moneyness: |
0.75 |
| Premium: |
0.29 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
45.45% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-4.15 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.32% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-59.47% |
| 1 Year |
|
|
-76.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.077 |
0.068 |
| 6M High / 6M Low: |
0.250 |
0.068 |
| High (YTD): |
2024-01-18 |
0.250 |
| Low (YTD): |
2024-05-21 |
0.068 |
| 52W High: |
2023-06-23 |
0.360 |
| 52W Low: |
2024-05-21 |
0.068 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.196 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
69.97% |
| Volatility 6M: |
|
91.44% |
| Volatility 1Y: |
|
82.83% |
| Volatility 3Y: |
|
- |
