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JP Morgan Call 590 MCK 17.01.2025/  DE000JL539B2  /

EUWAX
2024-07-18  10:33:25 AM Chg.-0.010 Bid8:01:27 PM Ask8:01:27 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.430
Bid Size: 125,000		 0.440
Ask Size: 125,000		 McKesson Corporation 590.00 - 2025-01-17 Call
 

Master data

WKN: JL539B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 590.00 -
Maturity: 2025-01-17
Issue date: 2023-06-29
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.86
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.58
Time value: 0.49
Break-even: 639.00
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.46
Theta: -0.20
Omega: 4.95
Rho: 0.97
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -24.14%
3 Months  
+33.33%
YTD  
+175.00%
1 Year  
+238.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.420
1M High / 1M Low: 0.630 0.420
6M High / 6M Low: 0.630 0.220
High (YTD): 2024-06-25 0.630
Low (YTD): 2024-01-02 0.200
52W High: 2024-06-25 0.630
52W Low: 2023-08-01 0.110
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   9.524
Avg. price 1Y:   0.276
Avg. volume 1Y:   4.706
Volatility 1M:   77.13%
Volatility 6M:   106.75%
Volatility 1Y:   121.73%
Volatility 3Y:   -