JP Morgan Call 420 MCK 17.01.2025
/ DE000JL0FRX0
JP Morgan Call 420 MCK 17.01.2025/ DE000JL0FRX0 /
| 20/06/2024 10:39:28 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
McKesson Corporation |
420.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL0FRX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McKesson Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/04/2023 |
| Last trading day: |
26/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.16 |
| Parity: |
1.23 |
| Time value: |
0.60 |
| Break-even: |
603.00 |
| Moneyness: |
1.29 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.54% |
| Delta: |
0.78 |
| Theta: |
-0.26 |
| Omega: |
2.31 |
| Rho: |
1.26 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.28% |
| 3 Months |
|
|
+47.58% |
| YTD |
|
|
+131.65% |
| 1 Year |
|
|
+173.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.84 |
1.66 |
| 6M High / 6M Low: |
1.84 |
0.97 |
| High (YTD): |
19/06/2024 |
1.84 |
| Low (YTD): |
02/01/2024 |
0.89 |
| 52W High: |
19/06/2024 |
1.84 |
| 52W Low: |
31/07/2023 |
0.55 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.82% |
| Volatility 6M: |
|
54.23% |
| Volatility 1Y: |
|
68.78% |
| Volatility 3Y: |
|
- |
