JP Morgan Put 525 MCK 15.11.2024
/ DE000JT7HTN0
JP Morgan Put 525 MCK 15.11.2024/ DE000JT7HTN0 /
| 06/11/2024 16:08:19 |
Chg.- |
Bid09:00:04 |
Ask09:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
525.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JT7HTN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
525.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
-0.23 |
| Time value: |
0.08 |
| Break-even: |
481.40 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
12.97 |
| Spread abs.: |
-0.01 |
| Spread %: |
-15.22% |
| Delta: |
-0.28 |
| Theta: |
-0.90 |
| Omega: |
-18.31 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.71% |
| 1 Month |
|
|
-72.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.120 |
| 1M High / 1M Low: |
0.440 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
