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JP Morgan Call 420 MCK 17.01.2025/  DE000JL0FRX0  /

EUWAX
2024-05-24  10:21:26 AM Chg.+0.01 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.45EUR +0.69% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 420.00 - 2025-01-17 Call
 

Master data

WKN: JL0FRX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.97
Implied volatility: 0.55
Historic volatility: 0.17
Parity: 0.97
Time value: 0.48
Break-even: 565.00
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: -0.02
Spread %: -1.36%
Delta: 0.77
Theta: -0.17
Omega: 2.76
Rho: 1.65
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.36%
1 Month  
+6.62%
3 Months  
+23.93%
YTD  
+83.54%
1 Year  
+154.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.40
1M High / 1M Low: 1.51 1.24
6M High / 6M Low: 1.51 0.69
High (YTD): 2024-05-13 1.51
Low (YTD): 2024-01-02 0.89
52W High: 2024-05-13 1.51
52W Low: 2023-06-07 0.51
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   0.92
Avg. volume 1Y:   0.00
Volatility 1M:   58.52%
Volatility 6M:   61.25%
Volatility 1Y:   69.69%
Volatility 3Y:   -