JP Morgan Put 390 MCK 17.01.2025/  DE000JL20DS7  /

EUWAX
2024-06-28  10:33:34 AM Chg.+0.003 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.017EUR +21.43% -
Bid Size: -
-
Ask Size: -
McKesson Corporation 390.00 - 2025-01-17 Put
 

Master data

WKN: JL20DS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 390.00 -
Maturity: 2025-01-17
Issue date: 2023-05-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -59.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.17
Parity: -1.55
Time value: 0.09
Break-even: 380.90
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.61
Spread abs.: 0.07
Spread %: 333.33%
Delta: -0.10
Theta: -0.07
Omega: -5.90
Rho: -0.35
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month
  -51.43%
3 Months
  -72.13%
YTD
  -91.05%
1 Year
  -94.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.013
1M High / 1M Low: 0.035 0.013
6M High / 6M Low: 0.190 0.013
High (YTD): 2024-01-08 0.170
Low (YTD): 2024-06-25 0.013
52W High: 2023-09-05 0.360
52W Low: 2024-06-25 0.013
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   0.179
Avg. volume 1Y:   0.000
Volatility 1M:   164.59%
Volatility 6M:   131.90%
Volatility 1Y:   107.67%
Volatility 3Y:   -