JP Morgan Put 530 MCK 16.08.2024
/ DE000JK4HS10
JP Morgan Put 530 MCK 16.08.2024/ DE000JK4HS10 /
6/24/2024 2:06:47 PM |
Chg.-0.002 |
Bid5:02:49 PM |
Ask5:02:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-5.26% |
0.036 Bid Size: 75,000 |
0.046 Ask Size: 75,000 |
McKesson Corporation |
530.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JK4HS1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
530.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
3/5/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-80.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
-0.68 |
Time value: |
0.07 |
Break-even: |
488.89 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.03 |
Spread %: |
75.00% |
Delta: |
-0.16 |
Theta: |
-0.17 |
Omega: |
-12.54 |
Rho: |
-0.14 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.038 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.86% |
1 Month |
|
|
-72.31% |
3 Months |
|
|
-88.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.038 |
1M High / 1M Low: |
0.150 |
0.038 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |