JP Morgan Call 31 MRO 15.11.2024
/ DE000JT010X0
JP Morgan Call 31 MRO 15.11.2024/ DE000JT010X0 /
9/3/2024 9:50:00 AM |
Chg.- |
Bid7:53:30 AM |
Ask7:53:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
- |
0.074 Bid Size: 7,500 |
0.100 Ask Size: 7,500 |
Marathon Oil Corp |
31.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JT010X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Marathon Oil Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
31.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
5/31/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
-0.21 |
Time value: |
0.13 |
Break-even: |
29.31 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
0.40 |
Theta: |
-0.01 |
Omega: |
7.91 |
Rho: |
0.02 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.04% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-44.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.096 |
1M High / 1M Low: |
0.120 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |