JP Morgan Put 610 MCK 15.11.2024
/ DE000JT22051
JP Morgan Put 610 MCK 15.11.2024/ DE000JT22051 /
13/08/2024 08:37:21 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
- |
- Bid Size: - |
- Ask Size: - |
McKesson Corporation |
610.00 - |
15/11/2024 |
Put |
Master data
WKN: |
JT2205 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
610.00 - |
Maturity: |
15/11/2024 |
Issue date: |
25/06/2024 |
Last trading day: |
13/08/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
1.13 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
1.13 |
Time value: |
-0.52 |
Break-even: |
549.00 |
Moneyness: |
1.23 |
Premium: |
-0.11 |
Premium p.a.: |
-0.36 |
Spread abs.: |
0.02 |
Spread %: |
3.39% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-7.81% |
1 Month |
|
|
+34.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.590 |
1M High / 1M Low: |
0.670 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.424 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
443.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |