JP Morgan Call 240 FDX 21.06.2024
/ DE000JS3D0S3
JP Morgan Call 240 FDX 21.06.2024/ DE000JS3D0S3 /
| 2024-05-08 12:47:03 PM |
Chg.-0.07 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-3.30% |
-
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: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
0.14 |
| Time value: |
2.04 |
| Break-even: |
261.80 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.15 |
| Spread %: |
7.39% |
| Delta: |
0.56 |
| Theta: |
-0.24 |
| Omega: |
6.22 |
| Rho: |
0.14 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-39.71% |
| 3 Months |
|
|
+31.41% |
| YTD |
|
|
-21.15% |
| 1 Year |
|
|
-27.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
2.12 |
| 1M High / 1M Low: |
3.66 |
2.12 |
| 6M High / 6M Low: |
5.01 |
1.23 |
| High (YTD): |
2024-03-28 |
4.83 |
| Low (YTD): |
2024-02-20 |
1.23 |
| 52W High: |
2023-12-18 |
5.01 |
| 52W Low: |
2024-02-20 |
1.23 |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
140.02% |
| Volatility 6M: |
|
179.36% |
| Volatility 1Y: |
|
149.23% |
| Volatility 3Y: |
|
- |
