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JP Morgan Call 470 MCK 17.01.2025/  DE000JL0FS22  /

EUWAX
2024-05-29  10:28:56 AM Chg.-0.10 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.99EUR -9.17% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 470.00 - 2025-01-17 Call
 

Master data

WKN: JL0FS2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.87
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.36
Implied volatility: 0.51
Historic volatility: 0.17
Parity: 0.36
Time value: 0.68
Break-even: 574.00
Moneyness: 1.08
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 4.00%
Delta: 0.67
Theta: -0.18
Omega: 3.27
Rho: 1.51
 

Quote data

Open: 0.99
High: 0.99
Low: 0.99
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -3.88%
3 Months  
+11.24%
YTD  
+86.79%
1 Year  
+160.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 1.02
1M High / 1M Low: 1.12 0.89
6M High / 6M Low: 1.12 0.45
High (YTD): 2024-05-13 1.12
Low (YTD): 2024-01-02 0.61
52W High: 2024-05-13 1.12
52W Low: 2023-06-07 0.34
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   0.82
Avg. volume 6M:   0.00
Avg. price 1Y:   0.65
Avg. volume 1Y:   0.00
Volatility 1M:   67.96%
Volatility 6M:   74.40%
Volatility 1Y:   83.33%
Volatility 3Y:   -