JP Morgan Put 450 MCK 20.06.2025
/ DE000JK3LL12
JP Morgan Put 450 MCK 20.06.2025/ DE000JK3LL12 /
| 11/09/2024 10:46:03 |
Chg.+0.010 |
Bid18:48:28 |
Ask18:48:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.220
Bid Size: 150,000 |
0.230
Ask Size: 150,000 |
McKesson Corporation |
450.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK3LL1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-0.51 |
| Time value: |
0.27 |
| Break-even: |
381.34 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
17.39% |
| Delta: |
-0.27 |
| Theta: |
-0.07 |
| Omega: |
-4.53 |
| Rho: |
-1.15 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+118.18% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+118.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.110 |
| 1M High / 1M Low: |
0.250 |
0.110 |
| 6M High / 6M Low: |
0.280 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.95% |
| Volatility 6M: |
|
191.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
