JP Morgan Call 260 FDX 19.07.2024
/ DE000JB67KY2
JP Morgan Call 260 FDX 19.07.2024/ DE000JB67KY2 /
| 6/7/2024 11:14:03 AM |
Chg.+0.070 |
Bid11:32:57 AM |
Ask11:32:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+13.46% |
0.600
Bid Size: 2,000 |
0.690
Ask Size: 2,000 |
FedEx Corp |
260.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JB67KY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-0.89 |
| Time value: |
0.63 |
| Break-even: |
245.05 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.08 |
| Spread %: |
15.00% |
| Delta: |
0.39 |
| Theta: |
-0.12 |
| Omega: |
14.27 |
| Rho: |
0.10 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.67% |
| 1 Month |
|
|
-51.64% |
| 3 Months |
|
|
-46.85% |
| YTD |
|
|
-65.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.480 |
| 1M High / 1M Low: |
1.530 |
0.450 |
| 6M High / 6M Low: |
3.800 |
0.450 |
| High (YTD): |
3/28/2024 |
3.290 |
| Low (YTD): |
5/30/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.58% |
| Volatility 6M: |
|
223.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
