JP Morgan Call 555 MCK 19.07.2024
/ DE000JK99BC1
JP Morgan Call 555 MCK 19.07.2024/ DE000JK99BC1 /
2024-06-14 11:58:59 AM |
Chg.+0.030 |
Bid1:14:48 PM |
Ask1:14:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+8.57% |
0.380 Bid Size: 7,500 |
0.400 Ask Size: 7,500 |
McKesson Corporation |
555.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
JK99BC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
555.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-07-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
0.34 |
Time value: |
0.10 |
Break-even: |
560.88 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
7.32% |
Delta: |
0.76 |
Theta: |
-0.29 |
Omega: |
9.47 |
Rho: |
0.36 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.350 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.350 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |