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: |
|
- |