JP Morgan Put 28 MRO 16.01.2026/  DE000JK6NGT3  /

EUWAX
28/05/2024  08:59:07 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.620EUR - -
Bid Size: -
-
Ask Size: -
Marathon Oil Corp 28.00 - 16/01/2026 Put
 

Master data

WKN: JK6NGT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 16/01/2026
Issue date: 04/04/2024
Last trading day: 30/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.98
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.25
Implied volatility: 0.46
Historic volatility: 0.26
Parity: 0.25
Time value: 0.39
Break-even: 21.60
Moneyness: 1.10
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 8.47%
Delta: -0.41
Theta: 0.00
Omega: -1.63
Rho: -0.27
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.630 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   29.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -