JP Morgan Put 420 MCK 17.01.2025
/ DE000JL653E5
JP Morgan Put 420 MCK 17.01.2025/ DE000JL653E5 /
| 2024-05-29 11:31:53 AM |
Chg.- |
Bid9:52:44 AM |
Ask9:52:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
- |
0.054
Bid Size: 5,000 |
0.100
Ask Size: 5,000 |
McKesson Corporation |
420.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL653E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-0.97 |
| Time value: |
0.10 |
| Break-even: |
410.00 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.05 |
| Spread %: |
92.31% |
| Delta: |
-0.14 |
| Theta: |
-0.05 |
| Omega: |
-7.24 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.92% |
| 1 Month |
|
|
-37.23% |
| 3 Months |
|
|
-50.83% |
| YTD |
|
|
-78.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.045 |
| 1M High / 1M Low: |
0.099 |
0.040 |
| 6M High / 6M Low: |
0.330 |
0.040 |
| High (YTD): |
2024-01-02 |
0.260 |
| Low (YTD): |
2024-05-20 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.04% |
| Volatility 6M: |
|
118.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
