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JP Morgan Put 400 MCK 17.01.2025/  DE000JL1VW17  /

EUWAX
2024-06-06  11:23:41 AM Chg.- Bid11:13:15 AM Ask11:13:15 AM Underlying Strike price Expiration date Option type
0.020EUR - 0.017
Bid Size: 3,000		 0.087
Ask Size: 3,000		 McKesson Corporation 400.00 - 2025-01-17 Put
 

Master data

WKN: JL1VW1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -61.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.16
Parity: -1.38
Time value: 0.09
Break-even: 391.30
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.48
Spread abs.: 0.07
Spread %: 411.76%
Delta: -0.10
Theta: -0.06
Omega: -6.45
Rho: -0.40
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -69.23%
3 Months
  -78.72%
YTD
  -90.91%
1 Year
  -96.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.020
1M High / 1M Low: 0.065 0.020
6M High / 6M Low: 0.260 0.020
High (YTD): 2024-01-05 0.200
Low (YTD): 2024-06-06 0.020
52W High: 2023-06-07 0.510
52W Low: 2024-06-06 0.020
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   218.15%
Volatility 6M:   123.60%
Volatility 1Y:   103.30%
Volatility 3Y:   -