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JP Morgan Call 590 MCK 17.01.2025/  DE000JL539B2  /

EUWAX
16/07/2024  10:37:08 Chg.-0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.420EUR -2.33% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 590.00 - 17/01/2025 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: 17/01/2025
Issue date: 29/06/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -0.59
Time value: 0.47
Break-even: 637.00
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.45
Theta: -0.20
Omega: 5.08
Rho: 0.97
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -20.75%
3 Months  
+35.48%
YTD  
+162.50%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.420
1M High / 1M Low: 0.630 0.420
6M High / 6M Low: 0.630 0.220
High (YTD): 25/06/2024 0.630
Low (YTD): 02/01/2024 0.200
52W High: 25/06/2024 0.630
52W Low: 01/08/2023 0.110
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   9.524
Avg. price 1Y:   0.274
Avg. volume 1Y:   4.724
Volatility 1M:   79.39%
Volatility 6M:   107.76%
Volatility 1Y:   122.01%
Volatility 3Y:   -