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JP Morgan Call 600 MCK 17.01.2025/  DE000JL5U1B9  /

EUWAX
2024-06-20  10:53:42 AM Chg.-0.010 Bid3:23:21 PM Ask3:23:21 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% 0.550
Bid Size: 7,500		 0.570
Ask Size: 7,500		 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: 10.22
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.03
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.03
Time value: 0.52
Break-even: 613.19
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 9.26%
Delta: 0.59
Theta: -0.14
Omega: 6.03
Rho: 1.60
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+48.65%
3 Months  
+61.76%
YTD  
+292.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.440
1M High / 1M Low: 0.560 0.290
6M High / 6M Low: 0.560 0.120
High (YTD): 2024-06-19 0.560
Low (YTD): 2024-01-02 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.58%
Volatility 6M:   124.60%
Volatility 1Y:   -
Volatility 3Y:   -