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JP Morgan Call 440 MCK 17.01.2025/  DE000JL0FRZ5  /

EUWAX
6/13/2024  10:35:34 AM Chg.-0.08 Bid2:21:54 PM Ask2:21:54 PM Underlying Strike price Expiration date Option type
1.50EUR -5.06% 1.51
Bid Size: 5,000		 -
Ask Size: -		 McKesson Corporation 440.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.01
Implied volatility: 0.63
Historic volatility: 0.17
Parity: 1.01
Time value: 0.57
Break-even: 598.00
Moneyness: 1.23
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 4.64%
Delta: 0.76
Theta: -0.21
Omega: 2.61
Rho: 1.52
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month  
+11.11%
3 Months  
+30.43%
YTD  
+120.59%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.46
1M High / 1M Low: 1.58 1.20
6M High / 6M Low: 1.58 0.59
High (YTD): 6/12/2024 1.58
Low (YTD): 1/2/2024 0.77
52W High: 6/12/2024 1.58
52W Low: 7/31/2023 0.46
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
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:   61.60%
Volatility 6M:   65.56%
Volatility 1Y:   74.20%
Volatility 3Y:   -