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JP Morgan Call 640 MCK 17.01.2025/  DE000JB4T043  /

EUWAX
2024-06-20  10:45:04 AM Chg.-0.010 Bid4:59:23 PM Ask4:59:23 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.380
Bid Size: 125,000		 0.390
Ask Size: 125,000		 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: 14.71
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.34
Time value: 0.38
Break-even: 633.66
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 13.89%
Delta: 0.47
Theta: -0.13
Omega: 6.91
Rho: 1.30
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.14%
1 Month  
+60.87%
3 Months  
+68.18%
YTD  
+315.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.380 0.180
6M High / 6M Low: 0.380 0.078
High (YTD): 2024-06-19 0.380
Low (YTD): 2024-01-26 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   6.400
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.24%
Volatility 6M:   135.13%
Volatility 1Y:   -
Volatility 3Y:   -