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JP Morgan Call 590 MCK 17.01.2025/  DE000JL539B2  /

EUWAX
8/16/2024  10:35:12 AM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 590.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/29/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -0.93
Time value: 0.24
Break-even: 614.00
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.32
Theta: -0.17
Omega: 6.66
Rho: 0.57
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -51.11%
3 Months
  -43.59%
YTD  
+37.50%
1 Year  
+22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.750 0.220
6M High / 6M Low: 0.750 0.220
High (YTD): 8/2/2024 0.750
Low (YTD): 1/2/2024 0.200
52W High: 8/2/2024 0.750
52W Low: 9/5/2023 0.120
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   9.524
Avg. price 1Y:   0.302
Avg. volume 1Y:   4.706
Volatility 1M:   244.93%
Volatility 6M:   133.32%
Volatility 1Y:   131.56%
Volatility 3Y:   -