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JP Morgan Call 530 MCK 17.05.2024/  DE000JB2BLR2  /

EUWAX
13/05/2024  10:23:44 Chg.+0.040 Bid13:43:41 Ask13:43:41 Underlying Strike price Expiration date Option type
0.310EUR +14.81% 0.320
Bid Size: 2,000		 -
Ask Size: -		 McKesson Corporation 530.00 USD 17/05/2024 Call
 

Master data

WKN: JB2BLR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 530.00 USD
Maturity: 17/05/2024
Issue date: 27/09/2023
Last trading day: 16/05/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.75
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.71
Historic volatility: 0.17
Parity: 0.28
Time value: 0.05
Break-even: 525.09
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 1.49
Spread abs.: 0.04
Spread %: 13.79%
Delta: 0.78
Theta: -1.47
Omega: 12.32
Rho: 0.04
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+106.67%
1 Month  
+82.35%
3 Months  
+121.43%
YTD  
+240.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.150
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.300 0.070
High (YTD): 05/03/2024 0.300
Low (YTD): 02/01/2024 0.097
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.174
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.78%
Volatility 6M:   235.36%
Volatility 1Y:   -
Volatility 3Y:   -