JP Morgan Call 530 MCK 16.01.2026/  DE000JK7XJZ1  /

EUWAX
31/10/2024  09:09:55 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.610EUR 0.00% -
Bid Size: -
-
Ask Size: -
McKesson Corporation 530.00 USD 16/01/2026 Call
 

Master data

WKN: JK7XJZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 530.00 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: 6.39
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -0.28
Time value: 0.72
Break-even: 560.11
Moneyness: 0.94
Premium: 0.22
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 16.13%
Delta: 0.56
Theta: -0.10
Omega: 3.59
Rho: 2.26
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+15.09%
3 Months
  -56.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.610
1M High / 1M Low: 0.690 0.510
6M High / 6M Low: 1.530 0.490
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.25%
Volatility 6M:   90.60%
Volatility 1Y:   -
Volatility 3Y:   -