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JP Morgan Put 30 MRO 20.06.2025/  DE000JK6ZHC1  /

EUWAX
5/28/2024  10:52:04 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.640EUR - -
Bid Size: -		 -
Ask Size: -		 Marathon Oil Corp 30.00 - 6/20/2025 Put
 

Master data

WKN: JK6ZHC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marathon Oil Corp
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 6/20/2025
Issue date: 4/10/2024
Last trading day: 5/30/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.11
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.45
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 0.45
Time value: 0.17
Break-even: 23.80
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.55
Theta: 0.00
Omega: -2.25
Rho: -0.20
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.630
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.640 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.615
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   26.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -