JP Morgan Call 520 MCK 17.05.2024
/ DE000JB1U005
JP Morgan Call 520 MCK 17.05.2024/ DE000JB1U005 /
| 2024-05-16 10:45:16 AM |
Chg.0.000 |
Bid12:33:25 PM |
Ask12:33:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.300
Bid Size: 1,000 |
-
Ask Size: - |
McKesson Corporation |
520.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
JB1U00 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
3.39 |
| Historic volatility: |
0.16 |
| Parity: |
-0.13 |
| Time value: |
0.30 |
| Break-even: |
550.00 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.48 |
| Theta: |
-17.93 |
| Omega: |
8.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
+172.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.240 |
| 1M High / 1M Low: |
0.400 |
0.180 |
| 6M High / 6M Low: |
0.400 |
0.085 |
| High (YTD): |
2024-05-13 |
0.400 |
| Low (YTD): |
2024-01-05 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.85% |
| Volatility 6M: |
|
198.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
