JP Morgan Call 510 MCK 17.01.2025
/ DE000JL0JXN1
JP Morgan Call 510 MCK 17.01.2025/ DE000JL0JXN1 /
2024-05-09 10:35:21 AM |
Chg.+0.030 |
Bid3:06:59 PM |
Ask3:06:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
+4.23% |
0.740 Bid Size: 7,500 |
0.770 Ask Size: 7,500 |
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: |
|
- |