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JP Morgan Call 560 MCK 17.01.2025/  DE000JL2J6H3  /

EUWAX
2024-09-26  9:47:30 AM Chg.-0.001 Bid6:08:16 PM Ask6:08:16 PM Underlying Strike price Expiration date Option type
0.072EUR -1.37% 0.068
Bid Size: 125,000		 0.078
Ask Size: 125,000		 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: 47.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -1.30
Time value: 0.09
Break-even: 569.00
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.46
Spread abs.: 0.02
Spread %: 28.57%
Delta: 0.18
Theta: -0.13
Omega: 8.51
Rho: 0.21
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.00%
1 Month
  -78.82%
3 Months
  -90.89%
YTD
  -67.27%
1 Year
  -72.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.073
1M High / 1M Low: 0.460 0.073
6M High / 6M Low: 0.930 0.073
High (YTD): 2024-08-02 0.930
Low (YTD): 2024-09-25 0.073
52W High: 2024-08-02 0.930
52W Low: 2024-09-25 0.073
Avg. price 1W:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   12.598
Volatility 1M:   270.66%
Volatility 6M:   162.01%
Volatility 1Y:   143.18%
Volatility 3Y:   -