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JP Morgan Call 400 MCK 17.01.2025/  DE000JL0FRV4  /

EUWAX
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:   -