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JP Morgan Call 570 MCK 17.01.2025/  DE000JL20DV1  /

EUWAX
2024-05-29  10:32:34 AM Chg.-0.070 Bid9:55:34 PM Ask9:55:34 PM Underlying Strike price Expiration date Option type
0.410EUR -14.58% 0.470
Bid Size: 7,500		 0.500
Ask Size: 7,500		 McKesson Corporation 570.00 - 2025-01-17 Call
 

Master data

WKN: JL20DV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 570.00 -
Maturity: 2025-01-17
Issue date: 2023-05-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.25
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.17
Parity: -0.64
Time value: 0.45
Break-even: 615.00
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.45
Theta: -0.16
Omega: 5.01
Rho: 1.15
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -12.77%
3 Months  
+5.13%
YTD  
+105.00%
1 Year  
+156.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.510 0.380
6M High / 6M Low: 0.510 0.160
High (YTD): 2024-05-13 0.510
Low (YTD): 2024-01-02 0.240
52W High: 2024-05-13 0.510
52W Low: 2023-07-28 0.130
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.276
Avg. volume 1Y:   0.000
Volatility 1M:   103.43%
Volatility 6M:   114.20%
Volatility 1Y:   115.76%
Volatility 3Y:   -