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JP Morgan Call 470 MCK 17.01.2025/  DE000JL0FS22  /

EUWAX
16/07/2024  10:37:55 Chg.-0.01 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.17EUR -0.85% -
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: 4.31
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.61
Implied volatility: 0.60
Historic volatility: 0.16
Parity: 0.61
Time value: 0.62
Break-even: 593.00
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 4.24%
Delta: 0.71
Theta: -0.24
Omega: 3.04
Rho: 1.27
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -10.69%
3 Months  
+31.46%
YTD  
+120.75%
1 Year  
+185.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.17
1M High / 1M Low: 1.47 1.17
6M High / 6M Low: 1.47 0.68
High (YTD): 25/06/2024 1.47
Low (YTD): 02/01/2024 0.61
52W High: 25/06/2024 1.47
52W Low: 01/08/2023 0.36
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   0.00
Avg. price 1Y:   0.77
Avg. volume 1Y:   0.00
Volatility 1M:   48.18%
Volatility 6M:   64.66%
Volatility 1Y:   80.87%
Volatility 3Y:   -