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JP Morgan Call 460 MCK 17.01.2025/  DE000JL0FS14  /

EUWAX
11/15/2024  10:29:33 AM Chg.-0.18 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.44EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 460.00 - 1/17/2025 Call
 

Master data

WKN: JL0FS1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.16
Implied volatility: 0.82
Historic volatility: 0.24
Parity: 1.16
Time value: 0.28
Break-even: 604.00
Moneyness: 1.25
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.80
Theta: -0.47
Omega: 3.21
Rho: 0.54
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.41%
1 Month  
+128.57%
3 Months  
+51.58%
YTD  
+148.28%
1 Year  
+144.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.44
1M High / 1M Low: 1.62 0.53
6M High / 6M Low: 1.71 0.43
High (YTD): 8/2/2024 1.71
Low (YTD): 9/25/2024 0.43
52W High: 8/2/2024 1.71
52W Low: 9/25/2024 0.43
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   5.86
Avg. price 1Y:   0.95
Avg. volume 1Y:   2.98
Volatility 1M:   274.53%
Volatility 6M:   157.65%
Volatility 1Y:   121.65%
Volatility 3Y:   -