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JP Morgan Call 590 MCK 17.01.2025/  DE000JL539B2  /

EUWAX
2024-06-28  10:29:17 AM Chg.-0.040 Bid7:32:55 PM Ask7:32:55 PM Underlying Strike price Expiration date Option type
0.550EUR -6.78% 0.510
Bid Size: 125,000		 0.520
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: 9.55
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.17
Parity: -0.36
Time value: 0.58
Break-even: 648.00
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 5.45%
Delta: 0.51
Theta: -0.19
Omega: 4.84
Rho: 1.24
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.70%
1 Month  
+37.50%
3 Months  
+44.74%
YTD  
+243.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.590
1M High / 1M Low: 0.630 0.330
6M High / 6M Low: 0.630 0.160
High (YTD): 2024-06-25 0.630
Low (YTD): 2024-01-02 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   54.545
Avg. price 6M:   0.345
Avg. volume 6M:   9.524
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.45%
Volatility 6M:   111.83%
Volatility 1Y:   -
Volatility 3Y:   -