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JP Morgan Call 490 MCK 17.01.2025/  DE000JL0FS48  /

EUWAX
2024-05-29  10:28:56 AM Chg.-0.100 Bid3:57:59 PM Ask3:57:59 PM Underlying Strike price Expiration date Option type
0.850EUR -10.53% 0.880
Bid Size: 125,000		 0.890
Ask Size: 125,000		 McKesson Corporation 490.00 - 2025-01-17 Call
 

Master data

WKN: JL0FS4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.16
Implied volatility: 0.48
Historic volatility: 0.17
Parity: 0.16
Time value: 0.73
Break-even: 579.00
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.63
Theta: -0.18
Omega: 3.60
Rho: 1.48
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.41%
1 Month
  -5.56%
3 Months  
+10.39%
YTD  
+88.89%
1 Year  
+165.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.880
1M High / 1M Low: 0.980 0.770
6M High / 6M Low: 0.980 0.380
High (YTD): 2024-05-13 0.980
Low (YTD): 2024-01-02 0.520
52W High: 2024-05-13 0.980
52W Low: 2023-06-07 0.280
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.891
Avg. volume 1M:   0.000
Avg. price 6M:   0.707
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   0.000
Volatility 1M:   74.28%
Volatility 6M:   79.72%
Volatility 1Y:   90.63%
Volatility 3Y:   -