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JP Morgan Call 540 MCK 17.01.2025/  DE000JL0JXR2  /

EUWAX
2024-05-29  10:29:11 AM Chg.-0.080 Bid3:30:37 PM Ask3:30:37 PM Underlying Strike price Expiration date Option type
0.560EUR -12.50% 0.560
Bid Size: 7,500		 0.590
Ask Size: 7,500		 McKesson Corporation 540.00 - 2025-01-17 Call
 

Master data

WKN: JL0JXR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -0.34
Time value: 0.60
Break-even: 600.00
Moneyness: 0.94
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 5.26%
Delta: 0.52
Theta: -0.17
Omega: 4.39
Rho: 1.30
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -9.68%
3 Months  
+7.69%
YTD  
+107.41%
1 Year  
+166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.580
1M High / 1M Low: 0.670 0.510
6M High / 6M Low: 0.670 0.230
High (YTD): 2024-05-13 0.670
Low (YTD): 2024-01-02 0.330
52W High: 2024-05-13 0.670
52W Low: 2023-08-01 0.180
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   0.365
Avg. volume 1Y:   0.000
Volatility 1M:   90.21%
Volatility 6M:   100.42%
Volatility 1Y:   107.14%
Volatility 3Y:   -