JP Morgan Call 260 FDX 19.07.2024
/ DE000JB67KY2
JP Morgan Call 260 FDX 19.07.2024/ DE000JB67KY2 /
| 2024-05-17 10:51:10 AM |
Chg.-0.07 |
Bid11:24:33 AM |
Ask11:24:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-6.48% |
1.03
Bid Size: 2,000 |
1.13
Ask Size: 2,000 |
FedEx Corp |
260.00 USD |
2024-07-19 |
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: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.11 |
| Time value: |
1.02 |
| Break-even: |
249.45 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.09 |
| Spread %: |
9.90% |
| Delta: |
0.53 |
| Theta: |
-0.09 |
| Omega: |
12.31 |
| Rho: |
0.20 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.48% |
| 1 Month |
|
|
-43.58% |
| 3 Months |
|
|
+36.49% |
| YTD |
|
|
-41.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.08 |
| 1M High / 1M Low: |
2.04 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
3.29 |
| Low (YTD): |
2024-02-20 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
