JP Morgan Put 500 MCK 17.01.2025
/ DE000JK2EYP2
JP Morgan Put 500 MCK 17.01.2025/ DE000JK2EYP2 /
| 10/11/2024 10:52:42 AM |
Chg.-0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
500.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JK2EYP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-0.05 |
| Time value: |
0.26 |
| Break-even: |
431.63 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.42 |
| Theta: |
-0.13 |
| Omega: |
-7.58 |
| Rho: |
-0.58 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.86% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
+107.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.360 |
0.200 |
| 6M High / 6M Low: |
0.360 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.315 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.06% |
| Volatility 6M: |
|
298.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
