JP Morgan Put 560 MCK 18.10.2024
/ DE000JT661B6
JP Morgan Put 560 MCK 18.10.2024/ DE000JT661B6 /
| 02/09/2024 11:03:58 |
Chg.-0.020 |
Bid15:11:42 |
Ask15:11:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-11.76% |
0.160
Bid Size: 7,500 |
0.190
Ask Size: 7,500 |
McKesson Corporation |
560.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT661B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
23/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.01 |
| Time value: |
0.17 |
| Break-even: |
490.03 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
-0.45 |
| Theta: |
-0.18 |
| Omega: |
-13.56 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
