JP Morgan Call 770 MCK 16.01.2026
/ DE000JK6WXH4
JP Morgan Call 770 MCK 16.01.2026/ DE000JK6WXH4 /
| 11/10/2024 09:05:27 |
Chg.+0.012 |
Bid18:55:05 |
Ask18:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+12.24% |
0.110
Bid Size: 100,000 |
0.140
Ask Size: 100,000 |
McKesson Corporation |
770.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-2.41 |
| Time value: |
0.19 |
| Break-even: |
723.45 |
| Moneyness: |
0.66 |
| Premium: |
0.56 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.09 |
| Spread %: |
90.91% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
5.31 |
| Rho: |
1.05 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.14% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.070 |
| 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: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.96% |
| Volatility 6M: |
|
141.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
