JP Morgan Call 560 MCK 16.08.2024
/ DE000JB9Y7L8
JP Morgan Call 560 MCK 16.08.2024/ DE000JB9Y7L8 /
| 09/07/2024 09:24:08 |
Chg.+0.010 |
Bid12:07:48 |
Ask12:07:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.400
Bid Size: 7,500 |
0.420
Ask Size: 7,500 |
McKesson Corporation |
560.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9Y7L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
0.27 |
| Time value: |
0.15 |
| Break-even: |
559.05 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.70 |
| Theta: |
-0.32 |
| Omega: |
9.10 |
| Rho: |
0.35 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.560 |
0.340 |
| 6M High / 6M Low: |
0.560 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.56% |
| Volatility 6M: |
|
145.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
