JP Morgan Call 540 MCK 31.05.2024
/ DE000JK8E896
JP Morgan Call 540 MCK 31.05.2024/ DE000JK8E896 /
| 2024-05-23 11:12:18 AM |
Chg.+0.020 |
Bid7:15:33 PM |
Ask7:15:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.210
Bid Size: 75,000 |
0.220
Ask Size: 75,000 |
McKesson Corporation |
540.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
JK8E89 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-05-30 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.07 |
| Break-even: |
521.84 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
0.70 |
| Theta: |
-0.76 |
| Omega: |
15.73 |
| Rho: |
0.07 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.180 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
