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JP Morgan Call 580 MCK 17.01.2025/  DE000JL1VW74  /

EUWAX
02/08/2024  11:00:14 Chg.+0.110 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.810EUR +15.71% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 580.00 - 17/01/2025 Call
 

Master data

WKN: JL1VW7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 580.00 -
Maturity: 17/01/2025
Issue date: 12/05/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.03
Implied volatility: 0.50
Historic volatility: 0.16
Parity: 0.03
Time value: 0.82
Break-even: 665.00
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 4.94%
Delta: 0.59
Theta: -0.26
Omega: 4.07
Rho: 1.20
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.29%
1 Month  
+50.00%
3 Months  
+125.00%
YTD  
+350.00%
1 Year  
+575.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.590
1M High / 1M Low: 0.700 0.470
6M High / 6M Low: 0.700 0.250
High (YTD): 01/08/2024 0.700
Low (YTD): 02/01/2024 0.220
52W High: 01/08/2024 0.700
52W Low: 02/08/2023 0.120
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   86.37%
Volatility 6M:   100.98%
Volatility 1Y:   130.00%
Volatility 3Y:   -