JP Morgan Call 720 MCK 17.01.2025/  DE000JT3BBU5  /

EUWAX
7/10/2024  8:45:48 AM Chg.-0.006 Bid8:13:22 PM Ask8:13:22 PM Underlying Strike price Expiration date Option type
0.094EUR -6.00% 0.096
Bid Size: 100,000
0.110
Ask Size: 100,000
McKesson Corporation 720.00 USD 1/17/2025 Call
 

Master data

WKN: JT3BBU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 720.00 USD
Maturity: 1/17/2025
Issue date: 6/25/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 39.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -1.23
Time value: 0.14
Break-even: 679.66
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.05
Spread %: 54.64%
Delta: 0.23
Theta: -0.10
Omega: 8.85
Rho: 0.57
 

Quote data

Open: 0.094
High: 0.094
Low: 0.094
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.05%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.088
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
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:   -