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JP Morgan Call 430 MCK 17.01.2025/  DE000JL0FRY8  /

EUWAX
2024-05-08  10:34:04 AM Chg.+0.04 Bid7:52:05 AM Ask7:52:05 AM Underlying Strike price Expiration date Option type
1.25EUR +3.31% 1.29
Bid Size: 5,000		 1.35
Ask Size: 5,000		 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: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.76
Implied volatility: 0.53
Historic volatility: 0.17
Parity: 0.76
Time value: 0.56
Break-even: 562.00
Moneyness: 1.18
Premium: 0.11
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 3.13%
Delta: 0.74
Theta: -0.17
Omega: 2.84
Rho: 1.69
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+3.31%
3 Months  
+28.87%
YTD  
+71.23%
1 Year  
+165.96%
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 1.17
1M High / 1M Low: 1.31 1.11
6M High / 6M Low: 1.31 0.64
High (YTD): 2024-04-29 1.31
Low (YTD): 2024-01-02 0.83
52W High: 2024-04-29 1.31
52W Low: 2023-06-07 0.47
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   57.70%
Volatility 6M:   68.82%
Volatility 1Y:   73.47%
Volatility 3Y:   -