JP Morgan Call 430 MCK 17.01.2025
/ DE000JL0FRY8
JP Morgan Call 430 MCK 17.01.2025/ DE000JL0FRY8 /
| 5/17/2024 12:50:06 PM |
Chg.- |
Bid8:33:10 AM |
Ask8:33:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
- |
1.42
Bid Size: 5,000 |
-
Ask Size: - |
McKesson Corporation |
430.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0FRY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.16 |
| Parity: |
0.89 |
| Time value: |
0.51 |
| Break-even: |
570.00 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.41% |
| Delta: |
0.76 |
| Theta: |
-0.17 |
| Omega: |
2.83 |
| Rho: |
1.71 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.80% |
| 1 Month |
|
|
+25.23% |
| 3 Months |
|
|
+26.36% |
| YTD |
|
|
+90.41% |
| 1 Year |
|
|
+143.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.32 |
| 1M High / 1M Low: |
1.43 |
1.17 |
| 6M High / 6M Low: |
1.43 |
0.64 |
| High (YTD): |
5/13/2024 |
1.43 |
| Low (YTD): |
1/2/2024 |
0.83 |
| 52W High: |
5/13/2024 |
1.43 |
| 52W Low: |
6/7/2023 |
0.47 |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
55.75% |
| Volatility 6M: |
|
63.88% |
| Volatility 1Y: |
|
73.22% |
| Volatility 3Y: |
|
- |
