JP Morgan Put 535 MCK 16.08.2024
/ DE000JT1KHR3
JP Morgan Put 535 MCK 16.08.2024/ DE000JT1KHR3 /
7/11/2024 11:29:57 AM |
Chg.-0.003 |
Bid7/11/2024 |
Ask7/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-6.67% |
0.042 Bid Size: 5,000 |
0.072 Ask Size: 5,000 |
McKesson Corporation |
535.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JT1KHR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
535.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
5/23/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-80.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.16 |
Parity: |
-0.48 |
Time value: |
0.07 |
Break-even: |
487.11 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
1.65 |
Spread abs.: |
0.03 |
Spread %: |
69.77% |
Delta: |
-0.19 |
Theta: |
-0.22 |
Omega: |
-15.00 |
Rho: |
-0.11 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.045 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
-26.32% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.055 |
0.043 |
1M High / 1M Low: |
0.071 |
0.037 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.048 |
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: |
|
186.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |