JP Morgan Call 590 MCK 16.08.2024
/ DE000JK3BPC2
JP Morgan Call 590 MCK 16.08.2024/ DE000JK3BPC2 /
| 25/06/2024 08:54:43 |
Chg.+0.010 |
Bid16:49:21 |
Ask16:49:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.350
Bid Size: 125,000 |
0.360
Ask Size: 125,000 |
McKesson Corporation |
590.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK3BPC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
590.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.18 |
| Break-even: |
584.22 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.65 |
| Theta: |
-0.25 |
| Omega: |
10.66 |
| Rho: |
0.47 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.340 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
