JP Morgan Put 570 MCK 17.01.2025
/ DE000JT0XV36
JP Morgan Put 570 MCK 17.01.2025/ DE000JT0XV36 /
| 7/11/2024 9:02:15 AM |
Chg.-0.010 |
Bid9:10:18 AM |
Ask9:10:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-3.23% |
0.300
Bid Size: 7,500 |
0.340
Ask Size: 7,500 |
McKesson Corporation |
570.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT0XV3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
570.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.16 |
| Time value: |
0.31 |
| Break-even: |
494.77 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
13.33% |
| Delta: |
-0.37 |
| Theta: |
-0.09 |
| Omega: |
-6.35 |
| Rho: |
-1.20 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.300 |
| 1M High / 1M Low: |
0.330 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
