JP Morgan Put 520 MCK 15.11.2024
/ DE000JK45K02
JP Morgan Put 520 MCK 15.11.2024/ DE000JK45K02 /
| 9/18/2024 8:52:56 AM |
Chg.+0.020 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.240
Bid Size: 7,500 |
0.260
Ask Size: 7,500 |
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: |
-17.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.21 |
| Break-even: |
441.54 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.49 |
| Theta: |
-0.19 |
| Omega: |
-8.76 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.220 |
| 1M High / 1M Low: |
0.310 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
708.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
