JP Morgan Put 510 MCK 21.02.2025
/ DE000JT41MV1
JP Morgan Put 510 MCK 21.02.2025/ DE000JT41MV1 /
| 11/10/2024 08:30:21 |
Chg.-0.010 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
510.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT41MV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
510.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.31 |
| Break-even: |
431.63 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.46 |
| Theta: |
-0.11 |
| Omega: |
-6.06 |
| Rho: |
-0.89 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+111.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
