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JP Morgan Call 240 FDX 21.06.2024/  DE000JS3D0S3  /

EUWAX
2024-05-30  8:17:58 AM Chg.-0.240 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.650EUR -26.97% -
Bid Size: -		 -
Ask Size: -		 FEDEX CORP. D... 240.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.39
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.23
Parity: -1.31
Time value: 0.86
Break-even: 248.60
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 3.54
Spread abs.: 0.09
Spread %: 11.69%
Delta: 0.39
Theta: -0.31
Omega: 10.27
Rho: 0.05
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.37%
1 Month
  -75.47%
3 Months
  -57.52%
YTD
  -75.00%
1 Year
  -71.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.650
1M High / 1M Low: 2.650 0.650
6M High / 6M Low: 5.010 0.650
High (YTD): 2024-03-28 4.830
Low (YTD): 2024-05-30 0.650
52W High: 2023-12-18 5.010
52W Low: 2024-05-30 0.650
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   1.778
Avg. volume 1M:   0.000
Avg. price 6M:   2.442
Avg. volume 6M:   0.000
Avg. price 1Y:   2.983
Avg. volume 1Y:   0.000
Volatility 1M:   173.90%
Volatility 6M:   182.60%
Volatility 1Y:   156.47%
Volatility 3Y:   -