JP Morgan Call 690 MCK 15.11.2024
/ DE000JT22077
JP Morgan Call 690 MCK 15.11.2024/ DE000JT22077 /
| 06/08/2024 08:34:05 |
Chg.-0.010 |
Bid08:55:09 |
Ask08:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.160
Bid Size: 7,500 |
0.190
Ask Size: 7,500 |
McKesson Corporation |
690.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT2207 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
690.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
-0.55 |
| Time value: |
0.21 |
| Break-even: |
653.47 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
0.35 |
| Theta: |
-0.20 |
| Omega: |
9.57 |
| Rho: |
0.51 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
+107.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.120 |
| 1M High / 1M Low: |
0.190 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
