JP Morgan Call 450 MCK 17.05.2024
/ DE000JB2JED0
JP Morgan Call 450 MCK 17.05.2024/ DE000JB2JED0 /
| 2024-05-15 10:20:50 AM |
Chg.- |
Bid9:39:06 AM |
Ask9:39:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
450.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB2JED |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
2.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.94 |
| Time value: |
0.04 |
| Break-even: |
514.13 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.04 |
| Spread %: |
4.26% |
| Delta: |
0.91 |
| Theta: |
-3.57 |
| Omega: |
4.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.82% |
| 1 Month |
|
|
+30.56% |
| 3 Months |
|
|
+46.88% |
| YTD |
|
|
+154.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.880 |
| 1M High / 1M Low: |
1.050 |
0.670 |
| 6M High / 6M Low: |
1.050 |
0.300 |
| High (YTD): |
2024-05-13 |
1.050 |
| Low (YTD): |
2024-01-02 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.06% |
| Volatility 6M: |
|
111.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
