JP Morgan Call 550 MCK 17.01.2025
/ DE000JL2J6G5
JP Morgan Call 550 MCK 17.01.2025/ DE000JL2J6G5 /
2024-06-12 9:53:42 AM |
Chg.- |
Bid2:41:40 PM |
Ask2:41:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
- |
0.710 Bid Size: 7,500 |
0.730 Ask Size: 7,500 |
McKesson Corporation |
550.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL2J6G |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
McKesson Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-10 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.17 |
Parity: |
-0.09 |
Time value: |
0.75 |
Break-even: |
625.00 |
Moneyness: |
0.98 |
Premium: |
0.16 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.03 |
Spread %: |
4.17% |
Delta: |
0.57 |
Theta: |
-0.19 |
Omega: |
4.14 |
Rho: |
1.41 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.45% |
1 Month |
|
|
+24.19% |
3 Months |
|
|
+48.08% |
YTD |
|
|
+220.83% |
1 Year |
|
|
+305.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.710 |
1M High / 1M Low: |
0.770 |
0.500 |
6M High / 6M Low: |
0.770 |
0.210 |
High (YTD): |
2024-06-12 |
0.770 |
Low (YTD): |
2024-01-02 |
0.250 |
52W High: |
2024-06-12 |
0.770 |
52W Low: |
2023-08-01 |
0.160 |
Avg. price 1W: |
|
0.742 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.457 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.352 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.13% |
Volatility 6M: |
|
106.22% |
Volatility 1Y: |
|
112.88% |
Volatility 3Y: |
|
- |