JP Morgan Call 770 MCK 16.01.2026/  DE000JK6WXH4  /

EUWAX
2024-06-17  9:04:03 AM Chg.0.000 Bid5:01:36 PM Ask5:01:36 PM Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.380
Bid Size: 100,000
0.400
Ask Size: 100,000
McKesson Corporation 770.00 USD 2026-01-16 Call
 

Master data

WKN: JK6WXH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 770.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-04
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.11
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -1.68
Time value: 0.42
Break-even: 761.49
Moneyness: 0.77
Premium: 0.38
Premium p.a.: 0.23
Spread abs.: 0.08
Spread %: 25.00%
Delta: 0.36
Theta: -0.08
Omega: 4.71
Rho: 2.47
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.360 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -