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JP Morgan Put 615 MCK 20.09.2024/  DE000JT5SPE8  /

EUWAX
8/5/2024  10:38:46 AM Chg.- Bid8:04:14 AM Ask8:04:14 AM Underlying Strike price Expiration date Option type
0.290EUR - 0.240
Bid Size: 7,500		 -
Ask Size: -		 McKesson Corporation 615.00 USD 9/20/2024 Put
 

Master data

WKN: JT5SPE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 615.00 USD
Maturity: 9/20/2024
Issue date: 8/2/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -27.51
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -0.14
Time value: 0.21
Break-even: 542.65
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 10.53%
Delta: -0.38
Theta: -0.28
Omega: -10.56
Rho: -0.31
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -