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JP Morgan Put 360 MCK 17.01.2025/  DE000JL0FRQ4  /

EUWAX
29/05/2024  10:28:56 Chg.+0.005 Bid17:58:27 Ask17:58:27 Underlying Strike price Expiration date Option type
0.020EUR +33.33% 0.018
Bid Size: 50,000		 0.038
Ask Size: 50,000		 McKesson Corporation 360.00 - 17/01/2025 Put
 

Master data

WKN: JL0FRQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -56.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.17
Parity: -1.46
Time value: 0.09
Break-even: 351.10
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.52
Spread abs.: 0.07
Spread %: 368.42%
Delta: -0.10
Theta: -0.06
Omega: -5.64
Rho: -0.38
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -35.48%
3 Months
  -60.78%
YTD
  -84.62%
1 Year
  -94.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.015
1M High / 1M Low: 0.037 0.013
6M High / 6M Low: 0.160 0.013
High (YTD): 02/01/2024 0.120
Low (YTD): 21/05/2024 0.013
52W High: 30/05/2023 0.370
52W Low: 21/05/2024 0.013
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   219.88%
Volatility 6M:   124.99%
Volatility 1Y:   104.62%
Volatility 3Y:   -