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JP Morgan Call 260 FDX 21.06.2024/  DE000JS3D0T1  /

EUWAX
2024-05-28  8:15:08 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 FEDEX CORP. D... 260.00 - 2024-06-21 Call
 

Master data

WKN: JS3D0T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 84.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.23
Parity: -3.20
Time value: 0.27
Break-even: 262.70
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 7.65
Spread abs.: 0.15
Spread %: 125.00%
Delta: 0.18
Theta: -0.17
Omega: 15.03
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.69%
1 Month
  -91.06%
3 Months
  -84.06%
YTD
  -92.81%
1 Year
  -93.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.110
1M High / 1M Low: 1.230 0.110
6M High / 6M Low: 3.610 0.110
High (YTD): 2024-03-28 3.120
Low (YTD): 2024-05-28 0.110
52W High: 2023-07-27 3.700
52W Low: 2024-05-28 0.110
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   1.322
Avg. volume 6M:   0.000
Avg. price 1Y:   1.927
Avg. volume 1Y:   0.000
Volatility 1M:   286.16%
Volatility 6M:   262.41%
Volatility 1Y:   211.60%
Volatility 3Y:   -