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JP Morgan Call 520 MCK 17.01.2025/  DE000JL0JXP6  /

EUWAX
2024-05-28  9:53:44 AM Chg.+0.010 Bid12:35:54 PM Ask12:35:54 PM Underlying Strike price Expiration date Option type
0.760EUR +1.33% 0.750
Bid Size: 7,500		 0.770
Ask Size: 7,500		 McKesson Corporation 520.00 - 2025-01-17 Call
 

Master data

WKN: JL0JXP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.37
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.17
Parity: -0.04
Time value: 0.81
Break-even: 601.00
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 6.58%
Delta: 0.59
Theta: -0.18
Omega: 3.78
Rho: 1.44
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.30%
1 Month  
+8.57%
3 Months  
+28.81%
YTD  
+123.53%
1 Year  
+204.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.690
1M High / 1M Low: 0.780 0.610
6M High / 6M Low: 0.780 0.280
High (YTD): 2024-05-13 0.780
Low (YTD): 2024-01-02 0.400
52W High: 2024-05-13 0.780
52W Low: 2023-08-01 0.220
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   84.39%
Volatility 6M:   92.88%
Volatility 1Y:   101.34%
Volatility 3Y:   -