JP Morgan Put 430 MCK 17.01.2025
/ DE000JL53J52
JP Morgan Put 430 MCK 17.01.2025/ DE000JL53J52 /
2024-05-29 8:48:37 AM |
Chg.+0.015 |
Bid6:14:24 PM |
Ask6:14:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
+27.78% |
0.064 Bid Size: 100,000 |
0.074 Ask Size: 100,000 |
McKesson Corporation |
430.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JL53J5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
430.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-07-05 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-46.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
-1.10 |
Time value: |
0.11 |
Break-even: |
385.27 |
Moneyness: |
0.78 |
Premium: |
0.24 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.04 |
Spread %: |
61.76% |
Delta: |
-0.14 |
Theta: |
-0.06 |
Omega: |
-6.22 |
Rho: |
-0.51 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.069 |
Previous Close: |
0.054 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.29% |
1 Month |
|
|
-31.00% |
3 Months |
|
|
-50.71% |
YTD |
|
|
-77.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.054 |
1M High / 1M Low: |
0.120 |
0.047 |
6M High / 6M Low: |
0.370 |
0.047 |
High (YTD): |
2024-01-02 |
0.280 |
Low (YTD): |
2024-05-20 |
0.047 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.18% |
Volatility 6M: |
|
99.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |