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JP Morgan Call 510 MCK 17.01.2025/  DE000JL0JXN1  /

EUWAX
2024-05-20  10:24:02 AM Chg.+0.020 Bid1:08:55 PM Ask1:08:55 PM Underlying Strike price Expiration date Option type
0.830EUR +2.47% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 510.00 - 2025-01-17 Call
 

Master data

WKN: JL0JXN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 510.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.09
Implied volatility: 0.46
Historic volatility: 0.17
Parity: 0.09
Time value: 0.78
Break-even: 597.00
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 4.82%
Delta: 0.62
Theta: -0.18
Omega: 3.69
Rho: 1.55
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.19%
1 Month  
+33.87%
3 Months  
+33.87%
YTD  
+124.32%
1 Year  
+176.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.750
1M High / 1M Low: 0.840 0.660
6M High / 6M Low: 0.840 0.310
High (YTD): 2024-05-13 0.840
Low (YTD): 2024-01-02 0.440
52W High: 2024-05-13 0.840
52W Low: 2023-07-28 0.240
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   74.58%
Volatility 6M:   84.77%
Volatility 1Y:   97.03%
Volatility 3Y:   -