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JP Morgan Call 500 MCK 17.01.2025/  DE000JL0FS55  /

EUWAX
2024-05-29  10:28:57 AM Chg.-0.090 Bid2:36:17 PM Ask2:36:17 PM Underlying Strike price Expiration date Option type
0.790EUR -10.23% 0.770
Bid Size: 7,500		 0.790
Ask Size: 7,500		 McKesson Corporation 500.00 - 2025-01-17 Call
 

Master data

WKN: JL0FS5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.06
Implied volatility: 0.47
Historic volatility: 0.17
Parity: 0.06
Time value: 0.77
Break-even: 583.00
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 3.75%
Delta: 0.61
Theta: -0.18
Omega: 3.73
Rho: 1.45
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.66%
1 Month
  -5.95%
3 Months  
+9.72%
YTD  
+92.68%
1 Year  
+172.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.820
1M High / 1M Low: 0.910 0.710
6M High / 6M Low: 0.910 0.340
High (YTD): 2024-05-13 0.910
Low (YTD): 2024-01-02 0.480
52W High: 2024-05-13 0.910
52W Low: 2023-06-07 0.260
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.826
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   0.515
Avg. volume 1Y:   0.000
Volatility 1M:   75.28%
Volatility 6M:   83.42%
Volatility 1Y:   93.08%
Volatility 3Y:   -