JP Morgan Call 460 MCK 17.01.2025
/ DE000JL0FS14
JP Morgan Call 460 MCK 17.01.2025/ DE000JL0FS14 /
2024-09-26 10:36:54 AM |
Chg.+0.010 |
Bid2:50:58 PM |
Ask2:50:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+2.33% |
0.430 Bid Size: 10,000 |
- Ask Size: - |
McKesson Corporation |
460.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL0FS1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-14 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.20 |
Parity: |
-0.30 |
Time value: |
0.43 |
Break-even: |
503.00 |
Moneyness: |
0.94 |
Premium: |
0.17 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.49 |
Theta: |
-0.25 |
Omega: |
4.90 |
Rho: |
0.52 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.29% |
1 Month |
|
|
-54.64% |
3 Months |
|
|
-71.61% |
YTD |
|
|
-24.14% |
1 Year |
|
|
-30.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.430 |
1M High / 1M Low: |
1.150 |
0.430 |
6M High / 6M Low: |
1.710 |
0.430 |
High (YTD): |
2024-08-02 |
1.710 |
Low (YTD): |
2024-09-25 |
0.430 |
52W High: |
2024-08-02 |
1.710 |
52W Low: |
2024-09-25 |
0.430 |
Avg. price 1W: |
|
0.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.789 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.126 |
Avg. volume 6M: |
|
5.859 |
Avg. price 1Y: |
|
0.933 |
Avg. volume 1Y: |
|
2.941 |
Volatility 1M: |
|
175.01% |
Volatility 6M: |
|
106.88% |
Volatility 1Y: |
|
93.80% |
Volatility 3Y: |
|
- |