JP Morgan Call 530 MCK 16.01.2026
/ DE000JK7XJZ1
JP Morgan Call 530 MCK 16.01.2026/ DE000JK7XJZ1 /
17/09/2024 09:16:17 |
Chg.+0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+1.43% |
- Bid Size: - |
- Ask Size: - |
McKesson Corporation |
530.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK7XJZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
530.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
-0.09 |
Time value: |
0.77 |
Break-even: |
553.22 |
Moneyness: |
0.98 |
Premium: |
0.18 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.06 |
Spread %: |
8.45% |
Delta: |
0.60 |
Theta: |
-0.09 |
Omega: |
3.66 |
Rho: |
2.72 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.58% |
1 Month |
|
|
-20.22% |
3 Months |
|
|
-46.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.640 |
1M High / 1M Low: |
1.040 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.845 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |