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JP Morgan Call 510 MCK 17.01.2025/  DE000JL0JXN1  /

EUWAX
2024-05-09  10:35:21 AM Chg.+0.030 Bid7:57:04 PM Ask7:57:04 PM Underlying Strike price Expiration date Option type
0.740EUR +4.23% 0.800
Bid Size: 125,000		 0.810
Ask Size: 125,000		 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: 6.57
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.17
Parity: -0.04
Time value: 0.77
Break-even: 587.00
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 4.05%
Delta: 0.59
Theta: -0.16
Omega: 3.89
Rho: 1.54
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month  
+5.71%
3 Months  
+39.62%
YTD  
+100.00%
1 Year  
+208.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.660
1M High / 1M Low: 0.780 0.620
6M High / 6M Low: 0.780 0.310
High (YTD): 2024-04-29 0.780
Low (YTD): 2024-01-02 0.440
52W High: 2024-04-29 0.780
52W Low: 2023-07-28 0.240
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   77.34%
Volatility 6M:   90.94%
Volatility 1Y:   97.20%
Volatility 3Y:   -