JP Morgan Call 290 FDX 20.09.2024
/ DE000JB6P0Q6
JP Morgan Call 290 FDX 20.09.2024/ DE000JB6P0Q6 /
| 2024-07-25 8:28:02 AM |
Chg.-0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
290.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB6P0Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.76 |
| Time value: |
0.97 |
| Break-even: |
284.92 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.09 |
| Spread %: |
5.62% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
10.13 |
| Rho: |
0.25 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.95% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+98.90% |
| YTD |
|
|
+79.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
1.81 |
| 1M High / 1M Low: |
2.73 |
1.54 |
| 6M High / 6M Low: |
2.73 |
0.24 |
| High (YTD): |
2024-07-17 |
2.73 |
| Low (YTD): |
2024-05-30 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.11% |
| Volatility 6M: |
|
432.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
