JP Morgan Put 565 MCK 18.10.2024
/ DE000JT70EH6
JP Morgan Put 565 MCK 18.10.2024/ DE000JT70EH6 /
30/08/2024 12:05:44 |
Chg.- |
Bid15:07:22 |
Ask15:07:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
- |
- Bid Size: - |
- Ask Size: - |
McKesson Corporation |
565.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT70EH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
565.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
26/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
0.04 |
Time value: |
0.15 |
Break-even: |
492.56 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
-0.49 |
Theta: |
-0.17 |
Omega: |
-13.17 |
Rho: |
-0.34 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
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: |
|
- |