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JP Morgan Call 600 MCK 17.01.2025/  DE000JL5U1B9  /

EUWAX
8/5/2024  10:18:56 AM Chg.-0.140 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.550EUR -20.29% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 600.00 USD 1/17/2025 Call
 

Master data

WKN: JL5U1B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 1/17/2025
Issue date: 7/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.28
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 0.28
Time value: 0.39
Break-even: 616.81
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 5.80%
Delta: 0.66
Theta: -0.16
Omega: 5.72
Rho: 1.43
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+30.95%
3 Months  
+96.43%
YTD  
+292.86%
1 Year  
+223.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.500
1M High / 1M Low: 0.690 0.380
6M High / 6M Low: 0.690 0.200
High (YTD): 8/2/2024 0.690
Low (YTD): 1/2/2024 0.180
52W High: 8/2/2024 0.690
52W Low: 9/18/2023 0.110
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   108.86%
Volatility 6M:   116.81%
Volatility 1Y:   122.86%
Volatility 3Y:   -