JP Morgan Call 540 MCK 16.08.2024
/ DE000JB9WSH9
JP Morgan Call 540 MCK 16.08.2024/ DE000JB9WSH9 /
| 2024-06-20 8:36:38 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
540.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB9WSH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.16 |
| Parity: |
0.03 |
| Time value: |
0.67 |
| Break-even: |
610.00 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.57 |
| Theta: |
-0.93 |
| Omega: |
4.44 |
| Rho: |
0.24 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.67% |
| 3 Months |
|
|
+103.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.670 |
0.540 |
| 6M High / 6M Low: |
0.670 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.47% |
| Volatility 6M: |
|
129.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
