JP Morgan Call 340 FDX 20.12.2024/  DE000JT62ZR7  /

EUWAX
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:   -