JP Morgan Call 340 FDX 20.12.2024
/ DE000JT62ZR7
JP Morgan Call 340 FDX 20.12.2024/ DE000JT62ZR7 /
11/12/2024 10:07:51 AM |
Chg.+0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+23.08% |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
340.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JT62ZR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/15/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
84.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.29 |
Parity: |
-4.71 |
Time value: |
0.32 |
Break-even: |
322.06 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
4.11 |
Spread abs.: |
0.15 |
Spread %: |
88.24% |
Delta: |
0.16 |
Theta: |
-0.13 |
Omega: |
13.72 |
Rho: |
0.04 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+213.73% |
1 Month |
|
|
+255.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.051 |
1M High / 1M Low: |
0.130 |
0.041 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.091 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
357.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |