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JP Morgan Call 440 MCK 17.01.2025/  DE000JL0FRZ5  /

EUWAX
2024-06-06  10:43:14 AM Chg.+0.04 Bid4:05:26 PM Ask4:05:26 PM Underlying Strike price Expiration date Option type
1.46EUR +2.82% 1.49
Bid Size: 75,000		 -
Ask Size: -		 McKesson Corporation 440.00 - 2025-01-17 Call
 

Master data

WKN: JL0FRZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.93
Implied volatility: 0.54
Historic volatility: 0.16
Parity: 0.93
Time value: 0.49
Break-even: 582.00
Moneyness: 1.21
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: -0.04
Spread %: -2.74%
Delta: 0.76
Theta: -0.18
Omega: 2.87
Rho: 1.63
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.96%
1 Month  
+31.53%
3 Months  
+26.96%
YTD  
+114.71%
1 Year  
+192.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.27
1M High / 1M Low: 1.42 1.11
6M High / 6M Low: 1.42 0.59
High (YTD): 2024-06-05 1.42
Low (YTD): 2024-01-02 0.77
52W High: 2024-06-05 1.42
52W Low: 2023-06-07 0.44
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.03
Avg. volume 6M:   30
Avg. price 1Y:   0.83
Avg. volume 1Y:   14.65
Volatility 1M:   66.21%
Volatility 6M:   66.49%
Volatility 1Y:   75.39%
Volatility 3Y:   -