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JP Morgan Call 640 MCK 17.01.2025/  DE000JB4T043  /

EUWAX
2024-06-14  10:41:48 AM Chg.+0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.310EUR +10.71% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 640.00 USD 2025-01-17 Call
 

Master data

WKN: JB4T04
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 640.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.86
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.47
Time value: 0.33
Break-even: 630.56
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.43
Theta: -0.13
Omega: 7.23
Rho: 1.21
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month  
+55.00%
3 Months  
+47.62%
YTD  
+248.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.320 0.180
6M High / 6M Low: 0.320 0.078
High (YTD): 2024-06-12 0.320
Low (YTD): 2024-01-26 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   6.452
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.62%
Volatility 6M:   134.98%
Volatility 1Y:   -
Volatility 3Y:   -