OverviewChartNewsTraderScreen

JP Morgan Call 470 MCK 17.01.2025/  DE000JL0FS22  /

EUWAX
17/09/2024  10:36:59 Chg.0.000 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.640EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 470.00 - 17/01/2025 Call
 

Master data

WKN: JL0FS2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.08
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.20
Parity: -0.03
Time value: 0.66
Break-even: 536.00
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.58
Theta: -0.28
Omega: 4.07
Rho: 0.68
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.36%
1 Month
  -27.27%
3 Months
  -53.96%
YTD  
+20.75%
1 Year  
+36.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 1.070 0.550
6M High / 6M Low: 1.620 0.550
High (YTD): 02/08/2024 1.620
Low (YTD): 11/09/2024 0.550
52W High: 02/08/2024 1.620
52W Low: 14/12/2023 0.450
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.817
Avg. volume 1M:   0.000
Avg. price 6M:   1.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.869
Avg. volume 1Y:   0.000
Volatility 1M:   168.74%
Volatility 6M:   103.34%
Volatility 1Y:   94.42%
Volatility 3Y:   -