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JP Morgan Call 520 MCK 17.05.2024/  DE000JB1U005  /

EUWAX
2024-05-13  10:54:10 AM Chg.+0.040 Bid6:15:54 PM Ask6:15:54 PM Underlying Strike price Expiration date Option type
0.400EUR +11.11% 0.360
Bid Size: 50,000		 -
Ask Size: -		 McKesson Corporation 520.00 - 2024-05-17 Call
 

Master data

WKN: JB1U00
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2024-05-17
Issue date: 2023-09-25
Last trading day: 2024-05-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.44
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.66
Historic volatility: 0.17
Parity: 0.00
Time value: 0.36
Break-even: 556.00
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: -0.02
Spread %: -5.26%
Delta: 0.53
Theta: -4.51
Omega: 7.73
Rho: 0.03
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+90.48%
3 Months  
+135.29%
YTD  
+263.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.200
1M High / 1M Low: 0.360 0.180
6M High / 6M Low: 0.360 0.085
High (YTD): 2024-05-10 0.360
Low (YTD): 2024-01-05 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.15%
Volatility 6M:   202.99%
Volatility 1Y:   -
Volatility 3Y:   -