JP Morgan Call 520 MCK 20.06.2025
/ DE000JK3ZNC6
JP Morgan Call 520 MCK 20.06.2025/ DE000JK3ZNC6 /
| 11/09/2024 10:48:16 |
Chg.-0.030 |
Bid11/09/2024 |
Ask11/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
0.490
Bid Size: 7,500 |
0.520
Ask Size: 7,500 |
McKesson Corporation |
520.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK3ZNC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-0.13 |
| Time value: |
0.53 |
| Break-even: |
524.86 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.56 |
| Theta: |
-0.11 |
| Omega: |
4.82 |
| Rho: |
1.57 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.94% |
| 1 Month |
|
|
-42.35% |
| 3 Months |
|
|
-57.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.510 |
| 1M High / 1M Low: |
0.890 |
0.510 |
| 6M High / 6M Low: |
1.390 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.937 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.66% |
| Volatility 6M: |
|
102.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
