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JP Morgan Call 480 MCK 17.01.2025/  DE000JL0FS30  /

EUWAX
2024-05-31  10:35:44 AM Chg.+0.04 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.02EUR +4.08% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 480.00 - 2025-01-17 Call
 

Master data

WKN: JL0FS3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.38
Implied volatility: 0.51
Historic volatility: 0.17
Parity: 0.38
Time value: 0.68
Break-even: 586.00
Moneyness: 1.08
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 3.92%
Delta: 0.67
Theta: -0.19
Omega: 3.29
Rho: 1.54
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.00%
1 Month  
+14.61%
3 Months  
+22.89%
YTD  
+108.16%
1 Year  
+183.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.920
1M High / 1M Low: 1.050 0.830
6M High / 6M Low: 1.050 0.410
High (YTD): 2024-05-13 1.050
Low (YTD): 2024-01-02 0.570
52W High: 2024-05-13 1.050
52W Low: 2023-06-07 0.310
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   0.957
Avg. volume 1M:   0.000
Avg. price 6M:   0.767
Avg. volume 6M:   48
Avg. price 1Y:   0.609
Avg. volume 1Y:   23.438
Volatility 1M:   75.25%
Volatility 6M:   78.52%
Volatility 1Y:   88.46%
Volatility 3Y:   -