JP Morgan Call 600 MCK 16.08.2024
/ DE000JK4HRZ4
JP Morgan Call 600 MCK 16.08.2024/ DE000JK4HRZ4 /
| 02/08/2024 12:19:14 |
Chg.- |
Bid09:24:13 |
Ask09:24:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.210
Bid Size: 7,500 |
0.270
Ask Size: 7,500 |
McKesson Corporation |
600.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK4HRZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
0.28 |
| Time value: |
0.08 |
| Break-even: |
585.65 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.75 |
| Theta: |
-0.60 |
| Omega: |
12.12 |
| Rho: |
0.14 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.00% |
| 1 Month |
|
|
+126.67% |
| 3 Months |
|
|
+277.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.200 |
| 1M High / 1M Low: |
0.340 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
