JP Morgan Put 29 MRO 16.01.2026
/ DE000JT0Q0P5
JP Morgan Put 29 MRO 16.01.2026/ DE000JT0Q0P5 /
| 9/3/2024 9:50:25 AM |
Chg.-0.010 |
Bid9:57:16 PM |
Ask9:57:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-2.13% |
0.510
Bid Size: 15,000 |
0.570
Ask Size: 15,000 |
Marathon Oil Corp |
29.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JT0Q0P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marathon Oil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/31/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
0.03 |
| Time value: |
0.53 |
| Break-even: |
20.60 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
21.74% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-1.65 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-16.36% |
| 3 Months |
|
|
-11.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.450 |
| 1M High / 1M Low: |
0.590 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
