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JP Morgan Call 420 MCK 17.01.2025/  DE000JL0FRX0  /

EUWAX
2024-06-20  10:39:28 AM Chg.- Bid2:38:54 PM Ask2:38:54 PM Underlying Strike price Expiration date Option type
1.83EUR - -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 420.00 - 2025-01-17 Call
 

Master data

WKN: JL0FRX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.46
Implied volatility: 0.58
Historic volatility: 0.17
Parity: 1.46
Time value: 0.37
Break-even: 603.00
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: -0.01
Spread %: -0.54%
Delta: 0.83
Theta: -0.18
Omega: 2.56
Rho: 1.62
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month  
+26.21%
3 Months  
+41.86%
YTD  
+131.65%
1 Year  
+169.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.81
1M High / 1M Low: 1.84 1.36
6M High / 6M Low: 1.84 0.77
High (YTD): 2024-06-19 1.84
Low (YTD): 2024-01-02 0.89
52W High: 2024-06-19 1.84
52W Low: 2023-07-31 0.55
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   53.29%
Volatility 6M:   56.57%
Volatility 1Y:   68.37%
Volatility 3Y:   -