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JP Morgan Call 470 MCK 17.01.2025/  DE000JL0FS22  /

EUWAX
11/14/2024  10:41:34 AM Chg.- Bid9:51:08 AM Ask9:51:08 AM Underlying Strike price Expiration date Option type
1.52EUR - 1.35
Bid Size: 5,000		 -
Ask Size: -		 McKesson Corporation 470.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.09
Implied volatility: 0.98
Historic volatility: 0.24
Parity: 1.09
Time value: 0.43
Break-even: 622.00
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 0.51
Spread abs.: 0.14
Spread %: 10.14%
Delta: 0.77
Theta: -0.60
Omega: 2.92
Rho: 0.50
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+171.43%
3 Months  
+63.44%
YTD  
+186.79%
1 Year  
+210.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.33
1M High / 1M Low: 1.52 0.46
6M High / 6M Low: 1.62 0.37
High (YTD): 8/2/2024 1.62
Low (YTD): 9/25/2024 0.37
52W High: 8/2/2024 1.62
52W Low: 9/25/2024 0.37
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   0.78
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.88
Avg. volume 1Y:   0.00
Volatility 1M:   284.42%
Volatility 6M:   166.29%
Volatility 1Y:   128.76%
Volatility 3Y:   -