JP Morgan Call 200 FDX 17.01.2025
/ DE000JS8SSJ6
JP Morgan Call 200 FDX 17.01.2025/ DE000JS8SSJ6 /
| 5/16/2024 11:46:37 AM |
Chg.- |
Bid11:00:19 AM |
Ask11:00:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.19EUR |
- |
6.14
Bid Size: 2,000 |
6.34
Ask Size: 2,000 |
FEDEX CORP. D... |
200.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JS8SSJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/24/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.23 |
| Parity: |
3.81 |
| Time value: |
2.51 |
| Break-even: |
263.20 |
| Moneyness: |
1.19 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.20 |
| Spread %: |
3.27% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
2.82 |
| Rho: |
0.77 |
Quote data
| Open: |
6.19 |
| High: |
6.19 |
| Low: |
6.19 |
| Previous Close: |
6.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
-12.07% |
| 3 Months |
|
|
+26.84% |
| YTD |
|
|
-2.37% |
| 1 Year |
|
|
+19.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.91 |
6.19 |
| 1M High / 1M Low: |
7.48 |
6.15 |
| 6M High / 6M Low: |
8.97 |
4.88 |
| High (YTD): |
3/28/2024 |
8.87 |
| Low (YTD): |
2/16/2024 |
4.88 |
| 52W High: |
12/18/2023 |
8.97 |
| 52W Low: |
5/31/2023 |
4.73 |
| Avg. price 1W: |
|
6.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.68% |
| Volatility 6M: |
|
80.26% |
| Volatility 1Y: |
|
72.93% |
| Volatility 3Y: |
|
- |
