JP Morgan Call 600 MCK 20.06.2025
/ DE000JK3ZNL7
JP Morgan Call 600 MCK 20.06.2025/ DE000JK3ZNL7 /
9/11/2024 10:48:17 AM |
Chg.-0.030 |
Bid2:47:36 PM |
Ask2:47:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-12.00% |
0.230 Bid Size: 7,500 |
0.260 Ask Size: 7,500 |
McKesson Corporation |
600.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JK3ZNL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-0.86 |
Time value: |
0.25 |
Break-even: |
568.95 |
Moneyness: |
0.84 |
Premium: |
0.24 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.04 |
Spread %: |
17.39% |
Delta: |
0.34 |
Theta: |
-0.09 |
Omega: |
6.43 |
Rho: |
1.03 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.10% |
1 Month |
|
|
-54.17% |
3 Months |
|
|
-69.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.240 |
1M High / 1M Low: |
0.490 |
0.240 |
6M High / 6M Low: |
0.900 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.550 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.67% |
Volatility 6M: |
|
129.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |