JP Morgan Call 500 MCK 16.08.2024
/ DE000JB8PJN2
JP Morgan Call 500 MCK 16.08.2024/ DE000JB8PJN2 /
| 10/06/2024 12:28:01 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
500.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
JB8PJN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
11/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.17 |
| Parity: |
0.41 |
| Time value: |
0.48 |
| Break-even: |
589.00 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
-0.04 |
| Spread %: |
-4.30% |
| Delta: |
0.67 |
| Theta: |
-0.51 |
| Omega: |
4.04 |
| Rho: |
0.47 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.54% |
| 1 Month |
|
|
+25.35% |
| 3 Months |
|
|
+56.14% |
| YTD |
|
|
+229.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.820 |
| 1M High / 1M Low: |
0.890 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/06/2024 |
0.890 |
| Low (YTD): |
02/01/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.863 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
