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JP Morgan Call 580 MCK 17.01.2025/  DE000JL1VW74  /

EUWAX
8/2/2024  11:00:14 AM Chg.+0.110 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.810EUR +15.71% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 580.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.88
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.15
Parity: -0.02
Time value: 0.84
Break-even: 664.00
Moneyness: 1.00
Premium: 0.15
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 5.00%
Delta: 0.58
Theta: -0.26
Omega: 4.02
Rho: 1.16
 

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  
+58.82%
3 Months  
+131.43%
YTD  
+350.00%
1 Year  
+285.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.600
1M High / 1M Low: 0.810 0.470
6M High / 6M Low: 0.810 0.250
High (YTD): 8/2/2024 0.810
Low (YTD): 1/2/2024 0.220
52W High: 8/2/2024 0.810
52W Low: 9/6/2023 0.130
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   0.326
Avg. volume 1Y:   0.000
Volatility 1M:   97.47%
Volatility 6M:   102.76%
Volatility 1Y:   113.96%
Volatility 3Y:   -