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JP Morgan Call 270 FDX 21.06.2024/  DE000JS7GEH7  /

EUWAX
2024-04-30  10:21:24 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.650EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 FEDEX CORP. D... 270.00 - 2024-06-21 Call
 

Master data

WKN: JS7GEH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2024-06-21
Issue date: 2023-02-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.65
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.23
Parity: -2.19
Time value: 0.76
Break-even: 277.60
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 1.20
Spread abs.: 0.10
Spread %: 15.15%
Delta: 0.33
Theta: -0.14
Omega: 10.77
Rho: 0.11
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.27%
1 Month
  -71.11%
3 Months  
+18.18%
YTD
  -40.37%
1 Year
  -60.12%
3 Years     -
5 Years     -
1W High / 1W Low: 1.040 0.690
1M High / 1M Low: 1.620 0.660
6M High / 6M Low: 2.970 0.340
High (YTD): 2024-03-27 2.280
Low (YTD): 2024-02-20 0.340
52W High: 2023-08-08 3.220
52W Low: 2024-02-20 0.340
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   1.062
Avg. volume 1M:   0.000
Avg. price 6M:   1.097
Avg. volume 6M:   0.000
Avg. price 1Y:   1.617
Avg. volume 1Y:   0.000
Volatility 1M:   250.21%
Volatility 6M:   284.18%
Volatility 1Y:   223.49%
Volatility 3Y:   -