JP Morgan Call 530 MCK 16.01.2026
/ DE000JK7XJZ1
JP Morgan Call 530 MCK 16.01.2026/ DE000JK7XJZ1 /
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: |
|
- |