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JP Morgan Call 600 MCK 17.01.2025/  DE000JL5U1B9  /

EUWAX
2024-06-14  10:51:04 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.480EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 600.00 USD 2025-01-17 Call
 

Master data

WKN: JL5U1B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.35
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.09
Time value: 0.49
Break-even: 609.07
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.55
Theta: -0.13
Omega: 6.25
Rho: 1.51
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.13%
1 Month  
+50.00%
3 Months  
+50.00%
YTD  
+242.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.440
1M High / 1M Low: 0.490 0.290
6M High / 6M Low: 0.490 0.120
High (YTD): 2024-06-12 0.490
Low (YTD): 2024-01-02 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.55%
Volatility 6M:   125.62%
Volatility 1Y:   -
Volatility 3Y:   -