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JP Morgan Call 440 MCK 17.01.2025/  DE000JL0FRZ5  /

EUWAX
2024-09-25  10:36:14 AM Chg.- Bid9:28:07 AM Ask9:28:07 AM Underlying Strike price Expiration date Option type
0.550EUR - 0.550
Bid Size: 7,500		 0.570
Ask Size: 7,500		 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: 7.53
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.20
Parity: -0.11
Time value: 0.57
Break-even: 497.00
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.55
Theta: -0.28
Omega: 4.17
Rho: 0.56
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.93%
1 Month
  -51.33%
3 Months
  -68.02%
YTD
  -19.12%
1 Year
  -24.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.550
1M High / 1M Low: 1.320 0.550
6M High / 6M Low: 1.870 0.550
High (YTD): 2024-08-02 1.870
Low (YTD): 2024-09-25 0.550
52W High: 2024-08-02 1.870
52W Low: 2024-09-25 0.550
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.938
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   1.065
Avg. volume 1Y:   14.706
Volatility 1M:   158.01%
Volatility 6M:   97.33%
Volatility 1Y:   86.33%
Volatility 3Y:   -