OverviewChartNewsTraderScreen

JP Morgan Call 510 MCK 17.01.2025/  DE000JL0JXN1  /

EUWAX
31/05/2024  10:35:58 Chg.+0.040 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.820EUR +5.13% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 510.00 - 17/01/2025 Call
 

Master data

WKN: JL0JXN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 510.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.77
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.15
Implied volatility: 0.48
Historic volatility: 0.17
Parity: 0.15
Time value: 0.76
Break-even: 601.00
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.63
Theta: -0.19
Omega: 3.63
Rho: 1.51
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+15.49%
3 Months  
+24.24%
YTD  
+121.62%
1 Year  
+192.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.840 0.660
6M High / 6M Low: 0.840 0.310
High (YTD): 13/05/2024 0.840
Low (YTD): 02/01/2024 0.440
52W High: 13/05/2024 0.840
52W Low: 28/07/2023 0.240
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.766
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   87.93%
Volatility 6M:   86.27%
Volatility 1Y:   97.79%
Volatility 3Y:   -