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JP Morgan Call 440 MCK 17.01.2025/  DE000JL0FRZ5  /

EUWAX
2024-05-20  10:23:50 AM Chg.+0.03 Bid11:13:47 AM Ask11:13:47 AM Underlying Strike price Expiration date Option type
1.34EUR +2.29% -
Bid Size: -		 -
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: 3.74
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.79
Implied volatility: 0.57
Historic volatility: 0.17
Parity: 0.79
Time value: 0.60
Break-even: 579.00
Moneyness: 1.18
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 3.73%
Delta: 0.74
Theta: -0.19
Omega: 2.76
Rho: 1.63
 

Quote data

Open: 1.34
High: 1.34
Low: 1.34
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.74%
1 Month  
+28.85%
3 Months  
+30.10%
YTD  
+97.06%
1 Year  
+152.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.24
1M High / 1M Low: 1.35 1.10
6M High / 6M Low: 1.35 0.59
High (YTD): 2024-05-13 1.35
Low (YTD): 2024-01-02 0.77
52W High: 2024-05-13 1.35
52W Low: 2023-06-07 0.44
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   30.24
Avg. price 1Y:   0.79
Avg. volume 1Y:   14.76
Volatility 1M:   57.85%
Volatility 6M:   65.92%
Volatility 1Y:   74.87%
Volatility 3Y:   -