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JP Morgan Call 520 MCK 17.01.2025/  DE000JL0JXP6  /

EUWAX
2024-06-17  10:35:39 AM Chg.+0.020 Bid2:26:05 PM Ask2:26:05 PM Underlying Strike price Expiration date Option type
0.960EUR +2.13% 0.960
Bid Size: 7,500		 0.990
Ask Size: 7,500		 McKesson Corporation 520.00 - 2025-01-17 Call
 

Master data

WKN: JL0JXP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.57
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.31
Implied volatility: 0.47
Historic volatility: 0.17
Parity: 0.31
Time value: 0.68
Break-even: 619.00
Moneyness: 1.06
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.66
Theta: -0.20
Omega: 3.65
Rho: 1.54
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month  
+28.00%
3 Months  
+47.69%
YTD  
+182.35%
1 Year  
+255.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.890
1M High / 1M Low: 0.970 0.670
6M High / 6M Low: 0.970 0.290
High (YTD): 2024-06-11 0.970
Low (YTD): 2024-01-02 0.400
52W High: 2024-06-11 0.970
52W Low: 2023-08-01 0.220
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   0.811
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.468
Avg. volume 1Y:   0.000
Volatility 1M:   85.49%
Volatility 6M:   85.93%
Volatility 1Y:   101.27%
Volatility 3Y:   -