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JP Morgan Call 270 FDX/D 21.06.20.../  DE000JS7GEH7  /

EUWAX
21/05/2024  10:21:15 Chg.-0.040 Bid13:35:46 Ask13:35:46 Underlying Strike price Expiration date Option type
0.120EUR -25.00% 0.120
Bid Size: 2,000		 0.210
Ask Size: 2,000		 FEDEX CORP. D... 270.00 - 21/06/2024 Call
 

Master data

WKN: JS7GEH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 21/06/2024
Issue date: 08/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 106.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.23
Parity: -3.55
Time value: 0.22
Break-even: 272.20
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 4.78
Spread abs.: 0.10
Spread %: 83.33%
Delta: 0.15
Theta: -0.12
Omega: 16.16
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.92%
1 Month
  -81.82%
3 Months
  -68.42%
YTD
  -88.99%
1 Year
  -92.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.160
1M High / 1M Low: 1.040 0.160
6M High / 6M Low: 2.970 0.160
High (YTD): 27/03/2024 2.280
Low (YTD): 20/05/2024 0.160
52W High: 08/08/2023 3.220
52W Low: 20/05/2024 0.160
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   0.982
Avg. volume 6M:   0.000
Avg. price 1Y:   1.548
Avg. volume 1Y:   0.000
Volatility 1M:   339.78%
Volatility 6M:   306.72%
Volatility 1Y:   240.15%
Volatility 3Y:   -