JP Morgan Call 480 MCK 16.08.2024
/ DE000JB8PJM4
JP Morgan Call 480 MCK 16.08.2024/ DE000JB8PJM4 /
| 2024-05-17 2:23:39 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
480.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB8PJM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.53 |
| Break-even: |
570.00 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.66 |
| Theta: |
-0.42 |
| Omega: |
3.79 |
| Rho: |
0.57 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.16% |
| 3 Months |
|
|
+29.69% |
| YTD |
|
|
+144.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.870 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-13 |
0.870 |
| Low (YTD): |
2024-01-02 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
