JP Morgan Call 550 MCK 16.08.2024
/ DE000JB9WSJ5
JP Morgan Call 550 MCK 16.08.2024/ DE000JB9WSJ5 /
| 6/12/2024 8:34:18 AM |
Chg.+0.010 |
Bid4:52:35 PM |
Ask4:52:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+1.92% |
0.450
Bid Size: 125,000 |
0.460
Ask Size: 125,000 |
McKesson Corporation |
550.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9WSJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.18 |
| Break-even: |
568.11 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.73 |
| Theta: |
-0.24 |
| Omega: |
7.18 |
| Rho: |
0.62 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
+47.22% |
| 3 Months |
|
|
+65.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
