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JP Morgan Call 550 MCK 17.01.2025/  DE000JL2J6G5  /

EUWAX
2024-06-20  9:49:57 AM Chg.-0.020 Bid4:26:59 PM Ask4:26:59 PM Underlying Strike price Expiration date Option type
0.830EUR -2.35% 0.850
Bid Size: 125,000		 0.860
Ask Size: 125,000		 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: 6.38
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.11
Implied volatility: 0.46
Historic volatility: 0.17
Parity: 0.11
Time value: 0.77
Break-even: 638.00
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 6.02%
Delta: 0.61
Theta: -0.20
Omega: 3.92
Rho: 1.48
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.28%
1 Month  
+38.33%
3 Months  
+56.60%
YTD  
+245.83%
1 Year  
+277.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.720
1M High / 1M Low: 0.850 0.500
6M High / 6M Low: 0.850 0.220
High (YTD): 2024-06-19 0.850
Low (YTD): 2024-01-02 0.250
52W High: 2024-06-19 0.850
52W Low: 2023-08-01 0.160
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   0.364
Avg. volume 1Y:   0.000
Volatility 1M:   94.20%
Volatility 6M:   103.11%
Volatility 1Y:   111.92%
Volatility 3Y:   -