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JP Morgan Call 590 MCK 17.01.2025/  DE000JL539B2  /

EUWAX
17/07/2024  10:29:21 Chg.+0.030 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.450EUR +7.14% -
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: 10.93
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -0.54
Time value: 0.49
Break-even: 639.00
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.46
Theta: -0.20
Omega: 5.04
Rho: 1.00
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -16.67%
3 Months  
+28.57%
YTD  
+181.25%
1 Year  
+221.43%
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): 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:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   9.524
Avg. price 1Y:   0.275
Avg. volume 1Y:   4.706
Volatility 1M:   77.49%
Volatility 6M:   107.65%
Volatility 1Y:   121.81%
Volatility 3Y:   -