JP Morgan Put 540 MCK 16.01.2026
/ DE000JK7XK15
JP Morgan Put 540 MCK 16.01.2026/ DE000JK7XK15 /
| 9/26/2024 9:19:01 AM |
Chg.- |
Bid10:15:07 AM |
Ask10:15:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
- |
0.810
Bid Size: 7,500 |
0.860
Ask Size: 7,500 |
McKesson Corporation |
540.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK7XK1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.55 |
| Time value: |
0.31 |
| Break-even: |
397.14 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
6.17% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-2.50 |
| Rho: |
-3.93 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
+95.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.680 |
| 1M High / 1M Low: |
0.810 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
