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JP Morgan Call 470 MCK 17.01.2025/  DE000JL0FS22  /

EUWAX
15/08/2024  10:34:45 Chg.0.000 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.930EUR 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: 5.23
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.32
Implied volatility: 0.60
Historic volatility: 0.18
Parity: 0.32
Time value: 0.64
Break-even: 566.00
Moneyness: 1.07
Premium: 0.13
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 3.23%
Delta: 0.66
Theta: -0.26
Omega: 3.43
Rho: 0.99
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month
  -21.19%
3 Months
  -8.82%
YTD  
+75.47%
1 Year  
+78.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.860
1M High / 1M Low: 1.620 0.860
6M High / 6M Low: 1.620 0.770
High (YTD): 02/08/2024 1.620
Low (YTD): 02/01/2024 0.610
52W High: 02/08/2024 1.620
52W Low: 05/09/2023 0.390
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.242
Avg. volume 1M:   0.000
Avg. price 6M:   1.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.834
Avg. volume 1Y:   0.000
Volatility 1M:   155.31%
Volatility 6M:   82.13%
Volatility 1Y:   85.81%
Volatility 3Y:   -