JP Morgan Call 240 FDX 21.06.2024
/ DE000JS3D0S3
JP Morgan Call 240 FDX 21.06.2024/ DE000JS3D0S3 /
12/06/2024 08:17:38 |
Chg.+0.21 |
Bid14:47:04 |
Ask14:47:04 |
Underlying |
Strike price |
Expiration date |
Option type |
1.28EUR |
+19.63% |
1.36 Bid Size: 1,000 |
1.51 Ask Size: 1,000 |
FEDEX CORP. D... |
240.00 - |
21/06/2024 |
Call |
Master data
WKN: |
JS3D0S |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FEDEX CORP. DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
21/06/2024 |
Issue date: |
06/12/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.23 |
Parity: |
-0.50 |
Time value: |
1.39 |
Break-even: |
253.90 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
21.88 |
Spread abs.: |
0.15 |
Spread %: |
12.10% |
Delta: |
0.49 |
Theta: |
-0.90 |
Omega: |
8.24 |
Rho: |
0.02 |
Quote data
Open: |
1.28 |
High: |
1.28 |
Low: |
1.28 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.00% |
1 Month |
|
|
-44.59% |
3 Months |
|
|
-42.34% |
YTD |
|
|
-50.77% |
1 Year |
|
|
-47.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
0.80 |
1M High / 1M Low: |
2.64 |
0.65 |
6M High / 6M Low: |
5.01 |
0.65 |
High (YTD): |
28/03/2024 |
4.83 |
Low (YTD): |
30/05/2024 |
0.65 |
52W High: |
18/12/2023 |
5.01 |
52W Low: |
30/05/2024 |
0.65 |
Avg. price 1W: |
|
0.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
467 |
Avg. price 6M: |
|
2.26 |
Avg. volume 6M: |
|
82.85 |
Avg. price 1Y: |
|
2.94 |
Avg. volume 1Y: |
|
40.29 |
Volatility 1M: |
|
296.31% |
Volatility 6M: |
|
205.37% |
Volatility 1Y: |
|
170.01% |
Volatility 3Y: |
|
- |