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JP Morgan Call 570 MCK 17.01.2025/  DE000JL20DV1  /

EUWAX
2024-05-27  10:29:59 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.480EUR +2.13% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 570.00 - 2025-01-17 Call
 

Master data

WKN: JL20DV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 570.00 -
Maturity: 2025-01-17
Issue date: 2023-05-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.14
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.17
Parity: -0.53
Time value: 0.51
Break-even: 621.00
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 6.25%
Delta: 0.47
Theta: -0.16
Omega: 4.81
Rho: 1.25
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+6.67%
3 Months  
+26.32%
YTD  
+140.00%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.510 0.380
6M High / 6M Low: 0.510 0.160
High (YTD): 2024-05-13 0.510
Low (YTD): 2024-01-02 0.240
52W High: 2024-05-13 0.510
52W Low: 2023-07-28 0.130
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.275
Avg. volume 1Y:   0.000
Volatility 1M:   108.84%
Volatility 6M:   114.97%
Volatility 1Y:   116.20%
Volatility 3Y:   -