JP Morgan Put 470 MCK 17.01.2025
/ DE000JB59P50
JP Morgan Put 470 MCK 17.01.2025/ DE000JB59P50 /
| 26/09/2024 08:11:15 |
Chg.- |
Bid08:36:11 |
Ask08:36:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
McKesson Corporation |
470.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB59P5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
470.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.08 |
| Time value: |
0.23 |
| Break-even: |
397.25 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.40 |
| Theta: |
-0.11 |
| Omega: |
-7.34 |
| Rho: |
-0.60 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+152.75% |
| 3 Months |
|
|
+259.38% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.140 |
| 1M High / 1M Low: |
0.230 |
0.069 |
| 6M High / 6M Low: |
0.260 |
0.051 |
| High (YTD): |
02/01/2024 |
0.420 |
| Low (YTD): |
01/08/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.05% |
| Volatility 6M: |
|
280.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
