JP Morgan Call 770 MCK 16.01.2026/  DE000JK6WXH4  /

EUWAX
10/11/2024  9:05:27 AM Chg.+0.012 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.110EUR +12.24% -
Bid Size: -
-
Ask Size: -
McKesson Corporation 770.00 USD 1/16/2026 Call
 

Master data

WKN: JK6WXH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 770.00 USD
Maturity: 1/16/2026
Issue date: 4/4/2024
Last trading day: 1/15/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 25.28
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -2.42
Time value: 0.18
Break-even: 722.44
Moneyness: 0.66
Premium: 0.56
Premium p.a.: 0.42
Spread abs.: 0.09
Spread %: 100.00%
Delta: 0.21
Theta: -0.06
Omega: 5.42
Rho: 1.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month     0.00%
3 Months
  -62.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.072
1M High / 1M Low: 0.120 0.066
6M High / 6M Low: 0.480 0.066
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.03%
Volatility 6M:   142.33%
Volatility 1Y:   -
Volatility 3Y:   -