JP Morgan Put 520 MCK 20.06.2025
/ DE000JK3LL87
JP Morgan Put 520 MCK 20.06.2025/ DE000JK3LL87 /
2024-09-26 10:45:46 AM |
Chg.- |
Bid10:37:30 AM |
Ask10:37:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
- |
0.590 Bid Size: 7,500 |
0.620 Ask Size: 7,500 |
McKesson Corporation |
520.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
JK3LL8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-29 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
0.37 |
Time value: |
0.19 |
Break-even: |
409.77 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
5.08% |
Delta: |
-0.55 |
Theta: |
-0.05 |
Omega: |
-4.24 |
Rho: |
-2.12 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.09% |
1 Month |
|
|
+75.76% |
3 Months |
|
|
+152.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.460 |
1M High / 1M Low: |
0.580 |
0.270 |
6M High / 6M Low: |
0.580 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.348 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.42% |
Volatility 6M: |
|
166.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |