JP Morgan Put 480 MCK 16.08.2024
/ DE000JB95535
JP Morgan Put 480 MCK 16.08.2024/ DE000JB95535 /
2024-05-29 9:58:38 AM |
Chg.+0.019 |
Bid2:20:13 PM |
Ask2:20:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
+63.33% |
0.051 Bid Size: 5,000 |
0.071 Ask Size: 5,000 |
McKesson Corporation |
480.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB9553 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
480.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-08-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-65.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
-0.64 |
Time value: |
0.08 |
Break-even: |
434.65 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.03 |
Spread %: |
63.83% |
Delta: |
-0.17 |
Theta: |
-0.12 |
Omega: |
-10.89 |
Rho: |
-0.20 |
Quote data
Open: |
0.049 |
High: |
0.049 |
Low: |
0.049 |
Previous Close: |
0.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.95% |
1 Month |
|
|
-48.42% |
3 Months |
|
|
-67.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.030 |
1M High / 1M Low: |
0.120 |
0.028 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |