JP Morgan Put 400 MCK 17.01.2025
/ DE000JL1VW17
JP Morgan Put 400 MCK 17.01.2025/ DE000JL1VW17 /
| 2024-05-29 11:11:53 AM |
Chg.+0.011 |
Bid5:38:11 PM |
Ask5:38:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+35.48% |
0.038
Bid Size: 75,000 |
0.053
Ask Size: 75,000 |
McKesson Corporation |
400.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL1VW1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-1.06 |
| Time value: |
0.09 |
| Break-even: |
391.00 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.05 |
| Spread %: |
125.00% |
| Delta: |
-0.13 |
| Theta: |
-0.05 |
| Omega: |
-7.06 |
| Rho: |
-0.46 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
-54.35% |
| YTD |
|
|
-80.91% |
| 1 Year |
|
|
-91.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.031 |
| 1M High / 1M Low: |
0.072 |
0.027 |
| 6M High / 6M Low: |
0.260 |
0.027 |
| High (YTD): |
2024-01-05 |
0.200 |
| Low (YTD): |
2024-05-20 |
0.027 |
| 52W High: |
2023-05-30 |
0.540 |
| 52W Low: |
2024-05-20 |
0.027 |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.238 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
168.61% |
| Volatility 6M: |
|
109.21% |
| Volatility 1Y: |
|
93.73% |
| Volatility 3Y: |
|
- |
