JP Morgan Call 530 MCK 16.08.2024
/ DE000JB8PJS1
JP Morgan Call 530 MCK 16.08.2024/ DE000JB8PJS1 /
| 2024-08-02 11:48:08 AM |
Chg.+0.120 |
Bid3:04:00 PM |
Ask3:04:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+14.81% |
0.980
Bid Size: 3,000 |
-
Ask Size: - |
McKesson Corporation |
530.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8PJS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
0.92 |
| Time value: |
-0.05 |
| Break-even: |
578.51 |
| Moneyness: |
1.19 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.81% |
| 1 Month |
|
|
+55.00% |
| 3 Months |
|
|
+158.33% |
| YTD |
|
|
+447.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.670 |
| 1M High / 1M Low: |
0.830 |
0.500 |
| 6M High / 6M Low: |
0.830 |
0.260 |
| High (YTD): |
2024-07-31 |
0.830 |
| Low (YTD): |
2024-01-02 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.84% |
| Volatility 6M: |
|
116.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
