JP Morgan Call 540 MCK 20.06.2025
/ DE000JK3ZNE2
JP Morgan Call 540 MCK 20.06.2025/ DE000JK3ZNE2 /
20/09/2024 10:46:08 |
Chg.-0.050 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-11.36% |
- Bid Size: - |
- Ask Size: - |
McKesson Corporation |
540.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK3ZNE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
29/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
-0.29 |
Time value: |
0.43 |
Break-even: |
526.73 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
7.50% |
Delta: |
0.50 |
Theta: |
-0.11 |
Omega: |
5.33 |
Rho: |
1.39 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.36% |
1 Month |
|
|
-44.29% |
3 Months |
|
|
-65.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.390 |
1M High / 1M Low: |
0.780 |
0.390 |
6M High / 6M Low: |
1.250 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.811 |
Avg. volume 6M: |
|
18.898 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.41% |
Volatility 6M: |
|
112.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |