JP Morgan Put 27 MRO 21.06.2024
/ DE000JL9M7C0
JP Morgan Put 27 MRO 21.06.2024/ DE000JL9M7C0 /
| 28/05/2024 08:23:53 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Marathon Oil Corp |
27.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
JL9M7C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
15/08/2023 |
| Last trading day: |
30/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
0.16 |
| Time value: |
-0.02 |
| Break-even: |
25.60 |
| Moneyness: |
1.06 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
-56.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.180 |
0.130 |
| 6M High / 6M Low: |
0.550 |
0.100 |
| High (YTD): |
18/01/2024 |
0.550 |
| Low (YTD): |
12/04/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.48% |
| Volatility 6M: |
|
151.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
