JP Morgan Call 670 MCK 17.01.2025
/ DE000JK343Z9
JP Morgan Call 670 MCK 17.01.2025/ DE000JK343Z9 /
| 25/06/2024 12:27:34 |
Chg.+0.010 |
Bid12:50:50 |
Ask12:50:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.280
Bid Size: 7,500 |
0.310
Ask Size: 7,500 |
McKesson Corporation |
670.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK343Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
670.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.58 |
| Time value: |
0.32 |
| Break-even: |
656.29 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
0.40 |
| Theta: |
-0.14 |
| Omega: |
7.17 |
| Rho: |
1.11 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+86.67% |
| 3 Months |
|
|
+86.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.280 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
