JP Morgan Put 575 MCK 16.08.2024
/ DE000JT05NS0
JP Morgan Put 575 MCK 16.08.2024/ DE000JT05NS0 /
| 06/08/2024 10:22:40 |
Chg.- |
Bid10:13:28 |
Ask10:13:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
- |
0.026
Bid Size: 5,000 |
0.066
Ask Size: 5,000 |
McKesson Corporation |
575.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JT05NS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
575.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
05/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-89.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.15 |
| Parity: |
-0.36 |
| Time value: |
0.06 |
| Break-even: |
519.97 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
17.93 |
| Spread abs.: |
0.03 |
| Spread %: |
90.91% |
| Delta: |
-0.21 |
| Theta: |
-0.79 |
| Omega: |
-18.96 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-65.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.030 |
| 1M High / 1M Low: |
0.170 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
490.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
