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JP Morgan Call 440 MCK 17.01.2025/  DE000JL0FRZ5  /

EUWAX
2024-06-12  10:44:56 AM Chg.0.00 Bid11:26:38 AM Ask11:26:38 AM Underlying Strike price Expiration date Option type
1.58EUR 0.00% 1.58
Bid Size: 5,000		 -
Ask Size: -		 McKesson Corporation 440.00 - 2025-01-17 Call
 

Master data

WKN: JL0FRZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.11
Implied volatility: 0.57
Historic volatility: 0.17
Parity: 1.11
Time value: 0.47
Break-even: 598.00
Moneyness: 1.25
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.19
Omega: 2.73
Rho: 1.64
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.27%
1 Month  
+20.61%
3 Months  
+38.60%
YTD  
+132.35%
1 Year  
+229.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.42
1M High / 1M Low: 1.58 1.20
6M High / 6M Low: 1.58 0.59
High (YTD): 2024-06-11 1.58
Low (YTD): 2024-01-02 0.77
52W High: 2024-06-11 1.58
52W Low: 2023-07-31 0.46
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   30
Avg. price 1Y:   0.85
Avg. volume 1Y:   14.65
Volatility 1M:   63.05%
Volatility 6M:   66.09%
Volatility 1Y:   74.28%
Volatility 3Y:   -