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JP Morgan Call 440 MCK 17.01.2025/  DE000JL0FRZ5  /

EUWAX
2024-05-09  10:35:02 AM Chg.+0.03 Bid8:05:28 PM Ask8:05:28 PM Underlying Strike price Expiration date Option type
1.21EUR +2.54% 1.29
Bid Size: 100,000		 1.30
Ask Size: 100,000		 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: 4.05
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.66
Implied volatility: 0.52
Historic volatility: 0.17
Parity: 0.66
Time value: 0.59
Break-even: 565.00
Moneyness: 1.15
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 3.31%
Delta: 0.73
Theta: -0.17
Omega: 2.94
Rho: 1.68
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.04%
1 Month  
+7.08%
3 Months  
+34.44%
YTD  
+77.94%
1 Year  
+181.40%
3 Years     -
5 Years     -
1W High / 1W Low: 1.18 1.10
1M High / 1M Low: 1.24 1.04
6M High / 6M Low: 1.24 0.59
High (YTD): 2024-04-29 1.24
Low (YTD): 2024-01-02 0.77
52W High: 2024-04-29 1.24
52W Low: 2023-05-09 0.43
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   30.24
Avg. price 1Y:   0.77
Avg. volume 1Y:   14.65
Volatility 1M:   61.34%
Volatility 6M:   71.28%
Volatility 1Y:   75.35%
Volatility 3Y:   -