JP Morgan Call 310 FDX 20.09.2024
/ DE000JB5X7V2
JP Morgan Call 310 FDX 20.09.2024/ DE000JB5X7V2 /
2024-07-04 10:13:18 AM |
Chg.- |
Bid9:43:52 AM |
Ask9:43:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
- |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
310.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JB5X7V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.26 |
Parity: |
-1.51 |
Time value: |
0.88 |
Break-even: |
295.55 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.19 |
Spread %: |
26.67% |
Delta: |
0.38 |
Theta: |
-0.10 |
Omega: |
11.88 |
Rho: |
0.20 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+550.00% |
3 Months |
|
|
-1.27% |
YTD |
|
|
+32.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.780 |
1M High / 1M Low: |
1.020 |
0.120 |
6M High / 6M Low: |
1.190 |
0.110 |
High (YTD): |
2024-03-27 |
1.190 |
Low (YTD): |
2024-05-30 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,210.47% |
Volatility 6M: |
|
549.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |