JP Morgan Call 630 MCK 16.01.2026
/ DE000JK6WX12
JP Morgan Call 630 MCK 16.01.2026/ DE000JK6WX12 /
6/25/2024 8:59:07 AM |
Chg.+0.020 |
Bid5:46:04 PM |
Ask5:46:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+2.25% |
0.900 Bid Size: 125,000 |
0.920 Ask Size: 125,000 |
McKesson Corporation |
630.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JK6WX1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
630.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
-0.21 |
Time value: |
0.98 |
Break-even: |
685.02 |
Moneyness: |
0.96 |
Premium: |
0.21 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.07 |
Spread %: |
7.69% |
Delta: |
0.60 |
Theta: |
-0.10 |
Omega: |
3.47 |
Rho: |
3.79 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.81% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.860 |
1M High / 1M Low: |
0.890 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.882 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.765 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |