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JP Morgan Call 430 MCK 17.01.2025/  DE000JL0FRY8  /

EUWAX
2024-05-20  10:23:50 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.42EUR - -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 430.00 - 2025-01-17 Call
 

Master data

WKN: JL0FRY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2024-05-24
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.87
Implied volatility: 0.57
Historic volatility: 0.17
Parity: 0.87
Time value: 0.55
Break-even: 572.00
Moneyness: 1.20
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.75
Theta: -0.18
Omega: 2.74
Rho: 1.61
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.39
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+2.16%
1 Month  
+10.94%
3 Months  
+29.09%
YTD  
+94.52%
1 Year  
+167.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.42
1M High / 1M Low: 1.43 1.17
6M High / 6M Low: 1.43 0.64
High (YTD): 2024-05-13 1.43
Low (YTD): 2024-01-02 0.83
52W High: 2024-05-13 1.43
52W Low: 2023-06-07 0.47
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   0.00
Avg. price 1Y:   0.85
Avg. volume 1Y:   0.00
Volatility 1M:   59.76%
Volatility 6M:   64.74%
Volatility 1Y:   73.31%
Volatility 3Y:   -