JP Morgan Call 400 MCK 17.01.2025
/ DE000JL0FRV4
JP Morgan Call 400 MCK 17.01.2025/ DE000JL0FRV4 /
2024-05-20 10:23:50 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.66EUR |
- |
- Bid Size: - |
- Ask Size: - |
McKesson Corporation |
400.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL0FRV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-14 |
Last trading day: |
2024-05-24 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.62 |
Historic volatility: |
0.17 |
Parity: |
1.17 |
Time value: |
0.49 |
Break-even: |
566.00 |
Moneyness: |
1.29 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-0.18 |
Omega: |
2.47 |
Rho: |
1.58 |
Quote data
Open: |
1.66 |
High: |
1.66 |
Low: |
1.66 |
Previous Close: |
1.63 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+1.84% |
1 Month |
|
|
+9.93% |
3 Months |
|
|
+25.76% |
YTD |
|
|
+82.42% |
1 Year |
|
|
+151.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.66 |
1.66 |
1M High / 1M Low: |
1.67 |
1.40 |
6M High / 6M Low: |
1.67 |
0.81 |
High (YTD): |
2024-05-13 |
1.67 |
Low (YTD): |
2024-01-02 |
1.01 |
52W High: |
2024-05-13 |
1.67 |
52W Low: |
2023-06-07 |
0.60 |
Avg. price 1W: |
|
1.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.04 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
50.72% |
Volatility 6M: |
|
55.73% |
Volatility 1Y: |
|
64.24% |
Volatility 3Y: |
|
- |