JP Morgan Call 470 MCK 17.01.2025
/ DE000JL0FS22
JP Morgan Call 470 MCK 17.01.2025/ DE000JL0FS22 /
| 8/5/2024 10:00:49 AM |
Chg.-0.22 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-13.58% |
-
Bid Size: - |
-
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: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.15 |
| Parity: |
1.08 |
| Time value: |
0.53 |
| Break-even: |
631.00 |
| Moneyness: |
1.23 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.27 |
| Omega: |
2.74 |
| Rho: |
1.27 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.19% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
+57.30% |
| YTD |
|
|
+164.15% |
| 1 Year |
|
|
+197.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.37 |
| 1M High / 1M Low: |
1.62 |
1.17 |
| 6M High / 6M Low: |
1.62 |
0.71 |
| High (YTD): |
8/2/2024 |
1.62 |
| Low (YTD): |
1/2/2024 |
0.61 |
| 52W High: |
8/2/2024 |
1.62 |
| 52W Low: |
9/5/2023 |
0.39 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.95% |
| Volatility 6M: |
|
61.47% |
| Volatility 1Y: |
|
75.83% |
| Volatility 3Y: |
|
- |
