JP Morgan Put 540 MCK 15.11.2024
/ DE000JK6WGU2
JP Morgan Put 540 MCK 15.11.2024/ DE000JK6WGU2 /
9/12/2024 11:48:51 AM |
Chg.-0.030 |
Bid6:25:03 PM |
Ask6:25:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-7.50% |
0.370 Bid Size: 150,000 |
0.380 Ask Size: 150,000 |
McKesson Corporation |
540.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK6WGU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
540.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/2/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
0.27 |
Time value: |
0.12 |
Break-even: |
451.45 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
5.41% |
Delta: |
-0.62 |
Theta: |
-0.15 |
Omega: |
-7.38 |
Rho: |
-0.57 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+164.29% |
1 Month |
|
|
+37.04% |
3 Months |
|
|
+131.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.140 |
1M High / 1M Low: |
0.410 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
603.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |