JP Morgan Put 490 MCK 17.01.2025
/ DE000JK0L4N6
JP Morgan Put 490 MCK 17.01.2025/ DE000JK0L4N6 /
| 2024-06-20 12:31:00 PM |
Chg.-0.004 |
Bid7:47:08 PM |
Ask7:47:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-4.44% |
0.086
Bid Size: 100,000 |
0.096
Ask Size: 100,000 |
McKesson Corporation |
490.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK0L4N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
490.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
-1.05 |
| Time value: |
0.14 |
| Break-even: |
441.98 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
68.54% |
| Delta: |
-0.16 |
| Theta: |
-0.07 |
| Omega: |
-6.39 |
| Rho: |
-0.60 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
-33.85% |
| 3 Months |
|
|
-66.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.085 |
| 1M High / 1M Low: |
0.170 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
