JP Morgan Call 400 MCK 17.01.2025
/ DE000JL0FRV4
JP Morgan Call 400 MCK 17.01.2025/ DE000JL0FRV4 /
| 2024-05-20 10:23:50 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
400.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL0FRV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-05-24 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
1.51 |
| Time value: |
0.15 |
| Break-even: |
566.00 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.09 |
| Omega: |
3.04 |
| Rho: |
1.99 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.84% |
| 3 Months |
|
|
+16.90% |
| YTD |
|
|
+82.42% |
| 1 Year |
|
|
+130.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.66 |
1.63 |
| 6M High / 6M Low: |
1.67 |
0.84 |
| High (YTD): |
2024-05-13 |
1.67 |
| Low (YTD): |
2024-01-02 |
1.01 |
| 52W High: |
2024-05-13 |
1.67 |
| 52W Low: |
2023-07-31 |
0.64 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
51.00% |
| Volatility 1Y: |
|
63.32% |
| Volatility 3Y: |
|
- |
