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JP Morgan Call 560 MCK 17.01.2025/  DE000JL2J6H3  /

EUWAX
2024-05-29  9:43:41 AM Chg.-0.080 Bid4:46:07 PM Ask4:46:07 PM Underlying Strike price Expiration date Option type
0.450EUR -15.09% 0.490
Bid Size: 150,000		 0.500
Ask Size: 150,000		 McKesson Corporation 560.00 - 2025-01-17 Call
 

Master data

WKN: JL2J6H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.12
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.17
Parity: -0.54
Time value: 0.50
Break-even: 610.00
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.47
Theta: -0.16
Omega: 4.77
Rho: 1.20
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -13.46%
3 Months  
+2.27%
YTD  
+104.55%
1 Year  
+164.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.480
1M High / 1M Low: 0.570 0.420
6M High / 6M Low: 0.570 0.190
High (YTD): 2024-05-13 0.570
Low (YTD): 2024-01-02 0.230
52W High: 2024-05-13 0.570
52W Low: 2023-08-01 0.150
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   26.230
Avg. price 1Y:   0.302
Avg. volume 1Y:   12.598
Volatility 1M:   112.89%
Volatility 6M:   114.78%
Volatility 1Y:   115.54%
Volatility 3Y:   -