JP Morgan Put 450 MCK 17.05.2024/  DE000JB38P80  /

EUWAX
2024-05-16  11:59:55 AM Chg.0.000 Bid12:38:09 PM Ask12:38:09 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.500
Ask Size: 250
McKesson Corporation 450.00 USD 2024-05-17 Put
 

Master data

WKN: JB38P8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 2024-05-17
Issue date: 2023-10-11
Last trading day: 2024-05-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -27.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 5.48
Historic volatility: 0.16
Parity: -0.93
Time value: 0.18
Break-even: 394.92
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 0.00
Spread abs.: 0.18
Spread %: 19,900.00%
Delta: -0.20
Theta: -20.15
Omega: -5.43
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -94.44%
3 Months
  -98.48%
YTD
  -99.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.018 0.001
6M High / 6M Low: 0.290 0.001
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-05-15 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,528.72%
Volatility 6M:   1,017.00%
Volatility 1Y:   -
Volatility 3Y:   -