JP Morgan Call 250 FDX 20.09.2024
/ DE000JB6Q572
JP Morgan Call 250 FDX 20.09.2024/ DE000JB6Q572 /
| 02/07/2024 08:30:35 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.89EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FEDEX CORP. D... |
250.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JB6Q57 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.26 |
| Parity: |
2.52 |
| Time value: |
2.46 |
| Break-even: |
299.80 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.15 |
| Spread %: |
3.11% |
| Delta: |
0.68 |
| Theta: |
-0.30 |
| Omega: |
3.76 |
| Rho: |
0.21 |
Quote data
| Open: |
4.89 |
| High: |
4.89 |
| Low: |
4.89 |
| Previous Close: |
5.04 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+152.06% |
| 3 Months |
|
|
+79.78% |
| YTD |
|
|
+91.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.04 |
1.94 |
| 6M High / 6M Low: |
5.04 |
1.20 |
| High (YTD): |
01/07/2024 |
5.04 |
| Low (YTD): |
30/05/2024 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
980.28% |
| Volatility 6M: |
|
266.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
