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JP Morgan Call 480 MCK 17.01.2025/  DE000JL0FS30  /

EUWAX
2024-05-28  9:53:41 AM Chg.0.00 Bid6:52:29 PM Ask6:52:29 PM Underlying Strike price Expiration date Option type
1.02EUR 0.00% 0.93
Bid Size: 125,000		 0.94
Ask Size: 125,000		 McKesson Corporation 480.00 - 2025-01-17 Call
 

Master data

WKN: JL0FS3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.36
Implied volatility: 0.52
Historic volatility: 0.17
Parity: 0.36
Time value: 0.72
Break-even: 588.00
Moneyness: 1.08
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 5.88%
Delta: 0.67
Theta: -0.19
Omega: 3.20
Rho: 1.53
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.92%
1 Month  
+9.68%
3 Months  
+27.50%
YTD  
+108.16%
1 Year  
+191.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 0.95
1M High / 1M Low: 1.05 0.83
6M High / 6M Low: 1.05 0.41
High (YTD): 2024-05-13 1.05
Low (YTD): 2024-01-02 0.57
52W High: 2024-05-13 1.05
52W Low: 2023-06-07 0.31
Avg. price 1W:   1.00
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   48.39
Avg. price 1Y:   0.60
Avg. volume 1Y:   23.53
Volatility 1M:   71.98%
Volatility 6M:   79.06%
Volatility 1Y:   87.87%
Volatility 3Y:   -