JP Morgan Put 480 MCK 17.01.2025
/ DE000JB9Y9D1
JP Morgan Put 480 MCK 17.01.2025/ DE000JB9Y9D1 /
| 7/10/2024 10:06:42 AM |
Chg.+0.001 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
+1.15% |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
480.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB9Y9D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/5/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-0.99 |
| Time value: |
0.12 |
| Break-even: |
431.84 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
51.16% |
| Delta: |
-0.15 |
| Theta: |
-0.07 |
| Omega: |
-6.96 |
| Rho: |
-0.50 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
-64.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.087 |
| 1M High / 1M Low: |
0.100 |
0.067 |
| 6M High / 6M Low: |
0.430 |
0.067 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.02% |
| Volatility 6M: |
|
106.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
