JP Morgan Call 620 MCK 15.11.2024
/ DE000JK45TZ7
JP Morgan Call 620 MCK 15.11.2024/ DE000JK45TZ7 /
| 7/17/2024 8:52:39 AM |
Chg.+0.010 |
Bid12:37:16 PM |
Ask12:37:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.230
Bid Size: 7,500 |
0.250
Ask Size: 7,500 |
McKesson Corporation |
620.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK45TZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
-0.33 |
| Time value: |
0.27 |
| Break-even: |
595.70 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.43 |
| Theta: |
-0.17 |
| Omega: |
8.48 |
| Rho: |
0.67 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
+21.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
0.390 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
