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JP Morgan Call 600 MCK 17.01.2025/  DE000JL5U1B9  /

EUWAX
15/11/2024  10:47:45 Chg.-0.110 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.300EUR -26.83% -
Bid Size: -		 -
Ask Size: -		 McKesson Corporation 600.00 USD 17/01/2025 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: 17/01/2025
Issue date: 06/07/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 19.20
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.06
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.06
Time value: 0.24
Break-even: 599.92
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.58
Theta: -0.23
Omega: 11.10
Rho: 0.51
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+391.80%
3 Months  
+66.67%
YTD  
+114.29%
1 Year  
+87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.300
1M High / 1M Low: 0.410 0.040
6M High / 6M Low: 0.690 0.026
High (YTD): 02/08/2024 0.690
Low (YTD): 07/10/2024 0.026
52W High: 02/08/2024 0.690
52W Low: 07/10/2024 0.026
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   683.25%
Volatility 6M:   364.75%
Volatility 1Y:   271.34%
Volatility 3Y:   -