JP Morgan Call 330 FDX 20.12.2024
/ DE000JB1VYR5
JP Morgan Call 330 FDX 20.12.2024/ DE000JB1VYR5 /
| 6/10/2024 10:46:55 AM |
Chg.-0.020 |
Bid4:04:58 PM |
Ask4:04:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-9.52% |
0.220
Bid Size: 20,000 |
0.270
Ask Size: 20,000 |
FedEx Corp |
330.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JB1VYR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-7.63 |
| Time value: |
0.40 |
| Break-even: |
310.16 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.20 |
| Spread %: |
100.00% |
| Delta: |
0.16 |
| Theta: |
-0.04 |
| Omega: |
8.96 |
| Rho: |
0.17 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-57.78% |
| YTD |
|
|
-74.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.460 |
0.170 |
| 6M High / 6M Low: |
1.810 |
0.170 |
| High (YTD): |
3/28/2024 |
1.160 |
| Low (YTD): |
5/30/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.40% |
| Volatility 6M: |
|
208.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
