JP Morgan Put 22 MRO 20.06.2025
/ DE000JK24346
JP Morgan Put 22 MRO 20.06.2025/ DE000JK24346 /
28/05/2024 09:53:48 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
- |
- Bid Size: - |
- Ask Size: - |
Marathon Oil Corp |
22.00 - |
20/06/2025 |
Put |
Master data
WKN: |
JK2434 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Marathon Oil Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 - |
Maturity: |
20/06/2025 |
Issue date: |
29/02/2024 |
Last trading day: |
30/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.26 |
Parity: |
-0.40 |
Time value: |
0.27 |
Break-even: |
19.30 |
Moneyness: |
0.84 |
Premium: |
0.26 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
17.39% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-2.45 |
Rho: |
-0.10 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-7.41% |
3 Months |
|
|
-24.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.250 |
1M High / 1M Low: |
0.250 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |