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JP Morgan Put 360 MCK 17.01.2025/  DE000JL0FRQ4  /

EUWAX
2024-05-09  10:35:02 AM Chg.+0.009 Bid5:35:09 PM Ask5:35:09 PM Underlying Strike price Expiration date Option type
0.037EUR +32.14% 0.033
Bid Size: 75,000		 0.048
Ask Size: 75,000		 McKesson Corporation 360.00 - 2025-01-17 Put
 

Master data

WKN: JL0FRQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -52.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.17
Parity: -1.46
Time value: 0.10
Break-even: 350.30
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 162.16%
Delta: -0.10
Theta: -0.05
Omega: -5.39
Rho: -0.43
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -5.13%
3 Months
  -52.56%
YTD
  -71.54%
1 Year
  -90.26%
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.028
1M High / 1M Low: 0.049 0.028
6M High / 6M Low: 0.180 0.028
High (YTD): 2024-01-02 0.120
Low (YTD): 2024-05-08 0.028
52W High: 2023-05-09 0.380
52W Low: 2024-05-08 0.028
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   0.171
Avg. volume 1Y:   0.000
Volatility 1M:   128.38%
Volatility 6M:   102.34%
Volatility 1Y:   87.75%
Volatility 3Y:   -