JP Morgan Put 540 MCK 16.01.2026
/ DE000JK7XK15
JP Morgan Put 540 MCK 16.01.2026/ DE000JK7XK15 /
2024-10-11 9:09:54 AM |
Chg.-0.010 |
Bid5:33:17 PM |
Ask5:33:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-1.37% |
0.710 Bid Size: 150,000 |
0.730 Ask Size: 150,000 |
McKesson Corporation |
540.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JK7XK1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
540.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-04 |
Last trading day: |
2026-01-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
0.31 |
Time value: |
0.40 |
Break-even: |
423.46 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
6.94% |
Delta: |
-0.46 |
Theta: |
-0.04 |
Omega: |
-3.01 |
Rho: |
-3.57 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.720 |
Previous Close: |
0.730 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
+1.41% |
3 Months |
|
|
+71.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.730 |
1M High / 1M Low: |
0.810 |
0.640 |
6M High / 6M Low: |
0.810 |
0.350 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.726 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.540 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.36% |
Volatility 6M: |
|
104.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |