JP Morgan Put 480 MCK 15.11.2024
/ DE000JK45JU9
JP Morgan Put 480 MCK 15.11.2024/ DE000JK45JU9 /
| 10/07/2024 08:44:29 |
Chg.+0.002 |
Bid19:51:09 |
Ask19:51:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+3.70% |
0.055
Bid Size: 100,000 |
0.065
Ask Size: 100,000 |
McKesson Corporation |
480.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK45JU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
-0.99 |
| Time value: |
0.09 |
| Break-even: |
435.07 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
72.73% |
| Delta: |
-0.14 |
| Theta: |
-0.09 |
| Omega: |
-8.35 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.20% |
| 1 Month |
|
|
+5.66% |
| 3 Months |
|
|
-73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.054 |
| 1M High / 1M Low: |
0.066 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
