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JP Morgan Call 480 MCK 17.01.2025/  DE000JL0FS30  /

EUWAX
2024-05-08  10:34:04 AM Chg.- Bid8:06:54 AM Ask8:06:54 AM Underlying Strike price Expiration date Option type
0.900EUR - 0.930
Bid Size: 7,500		 0.970
Ask Size: 7,500		 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: 5.21
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.26
Implied volatility: 0.47
Historic volatility: 0.17
Parity: 0.26
Time value: 0.71
Break-even: 577.00
Moneyness: 1.05
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.65
Theta: -0.17
Omega: 3.41
Rho: 1.62
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.65%
1 Month  
+3.45%
3 Months  
+34.33%
YTD  
+83.67%
1 Year  
+190.32%
3 Years     -
5 Years     -
1W High / 1W Low: 0.900 0.830
1M High / 1M Low: 0.960 0.790
6M High / 6M Low: 0.960 0.410
High (YTD): 2024-04-29 0.960
Low (YTD): 2024-01-02 0.570
52W High: 2024-04-29 0.960
52W Low: 2023-06-07 0.310
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   0.863
Avg. volume 1M:   0.000
Avg. price 6M:   0.709
Avg. volume 6M:   48.387
Avg. price 1Y:   0.570
Avg. volume 1Y:   23.438
Volatility 1M:   67.49%
Volatility 6M:   83.99%
Volatility 1Y:   88.59%
Volatility 3Y:   -