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JP Morgan Put 21 MRO 17.01.2025/  DE000JL0W0A6  /

EUWAX
2024-05-28  9:53:59 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 21.00 - 2025-01-17 Put
 

Master data

WKN: JL0W0A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Put
Strike price: 21.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -0.44
Time value: 0.13
Break-even: 19.70
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.22
Theta: -0.01
Omega: -4.22
Rho: -0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.33%
3 Months
  -18.75%
YTD
  -50.00%
1 Year
  -69.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.130 0.110
6M High / 6M Low: 0.330 0.110
High (YTD): 2024-01-19 0.330
Low (YTD): 2024-05-21 0.110
52W High: 2023-06-23 0.450
52W Low: 2024-05-21 0.110
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   0.000
Volatility 1M:   101.92%
Volatility 6M:   81.52%
Volatility 1Y:   76.69%
Volatility 3Y:   -