JP Morgan Call 575 MCK 16.08.2024
/ DE000JT076W3
JP Morgan Call 575 MCK 16.08.2024/ DE000JT076W3 /
| 2024-06-20 10:18:29 AM |
Chg.-0.010 |
Bid6:55:45 PM |
Ask6:55:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.440
Bid Size: 125,000 |
0.450
Ask Size: 125,000 |
McKesson Corporation |
575.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JT076W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
575.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
0.26 |
| Time value: |
0.19 |
| Break-even: |
580.03 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
0.68 |
| Theta: |
-0.26 |
| Omega: |
8.51 |
| Rho: |
0.53 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.310 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| 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: |
|
- |
