JP Morgan Call 470 MCK 16.08.2024
/ DE000JB8KTB7
JP Morgan Call 470 MCK 16.08.2024/ DE000JB8KTB7 /
| 17/05/2024 14:23:39 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
470.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
JB8KTB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.17 |
| Parity: |
0.81 |
| Time value: |
0.11 |
| Break-even: |
562.00 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.03 |
| Spread %: |
-3.16% |
| Delta: |
0.85 |
| Theta: |
-0.21 |
| Omega: |
5.07 |
| Rho: |
0.67 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+21.05% |
| YTD |
|
|
+135.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.950 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/05/2024 |
0.950 |
| Low (YTD): |
02/01/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
