JP Morgan Put 520 MCK 15.11.2024
/ DE000JK45K02
JP Morgan Put 520 MCK 15.11.2024/ DE000JK45K02 /
| 10/18/2024 8:53:19 AM |
Chg.0.000 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
520.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK45K0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
0.10 |
| Time value: |
0.18 |
| Break-even: |
452.19 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.54 |
| Theta: |
-0.38 |
| Omega: |
-9.05 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.430 |
0.230 |
| 6M High / 6M Low: |
0.430 |
0.067 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.01% |
| Volatility 6M: |
|
379.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
