JP Morgan Call 540 MCK 16.01.2026
/ DE000JK7XK07
JP Morgan Call 540 MCK 16.01.2026/ DE000JK7XK07 /
| 2024-06-20 9:12:38 AM |
Chg.-0.01 |
Bid3:23:54 PM |
Ask3:23:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-0.75% |
1.32
Bid Size: 7,500 |
1.38
Ask Size: 7,500 |
McKesson Corporation |
540.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK7XK0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.59 |
| Time value: |
0.74 |
| Break-even: |
634.59 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
7.58% |
| Delta: |
0.73 |
| Theta: |
-0.09 |
| Omega: |
3.11 |
| Rho: |
4.38 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.83% |
| 1 Month |
|
|
+24.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.20 |
| 1M High / 1M Low: |
1.34 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
