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JP Morgan Call 530 MCK 17.01.2025/  DE000JL0JXQ4  /

EUWAX
11/15/2024  10:29:44 AM Chg.-0.160 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.810EUR -16.49% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 530.00 - 1/17/2025 Call
 

Master data

WKN: JL0JXQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 530.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.46
Implied volatility: 0.59
Historic volatility: 0.24
Parity: 0.46
Time value: 0.35
Break-even: 611.00
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.69
Theta: -0.43
Omega: 4.88
Rho: 0.53
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.25%
1 Month  
+237.50%
3 Months  
+68.75%
YTD  
+170.00%
1 Year  
+161.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.810
1M High / 1M Low: 0.970 0.180
6M High / 6M Low: 1.150 0.140
High (YTD): 8/2/2024 1.150
Low (YTD): 10/8/2024 0.140
52W High: 8/2/2024 1.150
52W Low: 10/8/2024 0.140
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   5.469
Avg. price 1Y:   0.538
Avg. volume 1Y:   8.730
Volatility 1M:   455.27%
Volatility 6M:   246.47%
Volatility 1Y:   188.10%
Volatility 3Y:   -