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JP Morgan Call 240 FDX 21.06.2024/  DE000JS3D0S3  /

EUWAX
17/05/2024  08:15:23 Chg.-0.05 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
1.90EUR -2.56% -
Bid Size: -		 -
Ask Size: -		 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: 12.86
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.22
Parity: -0.33
Time value: 1.84
Break-even: 258.40
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 1.57
Spread abs.: 0.10
Spread %: 5.75%
Delta: 0.52
Theta: -0.30
Omega: 6.71
Rho: 0.10
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.49%
1 Month
  -22.76%
3 Months  
+54.47%
YTD
  -26.92%
1 Year
  -31.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.64 1.90
1M High / 1M Low: 3.23 1.90
6M High / 6M Low: 5.01 1.23
High (YTD): 28/03/2024 4.83
Low (YTD): 20/02/2024 1.23
52W High: 18/12/2023 5.01
52W Low: 20/02/2024 1.23
Avg. price 1W:   2.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.43
Avg. volume 1M:   0.00
Avg. price 6M:   2.57
Avg. volume 6M:   0.00
Avg. price 1Y:   3.04
Avg. volume 1Y:   0.00
Volatility 1M:   160.33%
Volatility 6M:   175.33%
Volatility 1Y:   152.54%
Volatility 3Y:   -