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JP Morgan Call 530 MCK 17.01.2025/  DE000JL0JXQ4  /

EUWAX
2024-05-29  10:29:11 AM Chg.-0.090 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.610EUR -12.86% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 530.00 - 2025-01-17 Call
 

Master data

WKN: JL0JXQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 530.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -0.24
Time value: 0.65
Break-even: 595.00
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.54
Theta: -0.17
Omega: 4.24
Rho: 1.34
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.69%
1 Month
  -8.96%
3 Months  
+8.93%
YTD  
+103.33%
1 Year  
+165.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.640
1M High / 1M Low: 0.720 0.560
6M High / 6M Low: 0.720 0.250
High (YTD): 2024-05-13 0.720
Low (YTD): 2024-01-02 0.360
52W High: 2024-05-13 0.720
52W Low: 2023-08-01 0.200
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   0.511
Avg. volume 6M:   12.097
Avg. price 1Y:   0.399
Avg. volume 1Y:   5.859
Volatility 1M:   83.18%
Volatility 6M:   102.27%
Volatility 1Y:   106.03%
Volatility 3Y:   -