JP Morgan Call 520 MCK 16.08.2024
/ DE000JB8PJR3
JP Morgan Call 520 MCK 16.08.2024/ DE000JB8PJR3 /
| 2024-06-06 12:19:45 PM |
Chg.+0.030 |
Bid1:00:03 PM |
Ask1:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+4.76% |
0.660
Bid Size: 5,000 |
0.680
Ask Size: 5,000 |
McKesson Corporation |
520.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8PJR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.55 |
| Time value: |
0.09 |
| Break-even: |
541.66 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
7.13 |
| Rho: |
0.76 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.00% |
| 1 Month |
|
|
+60.98% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+230.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.500 |
| 1M High / 1M Low: |
0.630 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-05 |
0.630 |
| Low (YTD): |
2024-01-02 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
