JP Morgan Call 720 MCK 20.06.2025
/ DE000JK4WCA8
JP Morgan Call 720 MCK 20.06.2025/ DE000JK4WCA8 /
10/11/2024 12:28:22 PM |
Chg.+0.013 |
Bid9:44:09 PM |
Ask9:44:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
+34.21% |
0.053 Bid Size: 100,000 |
0.073 Ask Size: 100,000 |
McKesson Corporation |
720.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JK4WCA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
720.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
3/7/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
-1.95 |
Time value: |
0.10 |
Break-even: |
668.58 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.05 |
Spread %: |
111.54% |
Delta: |
0.16 |
Theta: |
-0.07 |
Omega: |
7.41 |
Rho: |
0.45 |
Quote data
Open: |
0.051 |
High: |
0.051 |
Low: |
0.051 |
Previous Close: |
0.038 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+70.00% |
1 Month |
|
|
-10.53% |
3 Months |
|
|
-78.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.030 |
1M High / 1M Low: |
0.070 |
0.030 |
6M High / 6M Low: |
0.390 |
0.030 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.92% |
Volatility 6M: |
|
185.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |