JP Morgan Call 610 MCK 29.11.2024
/ DE000JV4A858
JP Morgan Call 610 MCK 29.11.2024/ DE000JV4A858 /
| 11/12/2024 10:54:58 AM |
Chg.0.000 |
Bid9:39:07 PM |
Ask9:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.200
Bid Size: 125,000 |
0.210
Ask Size: 125,000 |
McKesson Corporation |
610.00 USD |
11/29/2024 |
Call |
Master data
| WKN: |
JV4A85 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 USD |
| Maturity: |
11/29/2024 |
| Issue date: |
11/8/2024 |
| Last trading day: |
11/28/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
0.05 |
| Time value: |
0.19 |
| Break-even: |
596.07 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.56 |
| Theta: |
-0.63 |
| Omega: |
13.57 |
| Rho: |
0.14 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
