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JP Morgan Call 545 MCK 16.08.2024/  DE000JT1FBM7  /

EUWAX
7/26/2024  9:17:27 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.540EUR - -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 545.00 - 8/16/2024 Call
 

Master data

WKN: JT1FBM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 545.00 -
Maturity: 8/16/2024
Issue date: 5/30/2024
Last trading day: 7/26/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.82
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.15
Implied volatility: 1.35
Historic volatility: 0.15
Parity: 0.15
Time value: 0.42
Break-even: 602.00
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 13.25
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.59
Theta: -2.45
Omega: 5.82
Rho: 0.08
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.470
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -