JP Morgan Call 370 FDX 16.01.2026
/ DE000JT1SMF1
JP Morgan Call 370 FDX 16.01.2026/ DE000JT1SMF1 /
| 26/09/2024 10:27:57 |
Chg.- |
Bid11:04:44 |
Ask11:04:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
0.800
Bid Size: 2,000 |
1.300
Ask Size: 2,000 |
FedEx Corp |
370.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT1SMF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
27/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-9.28 |
| Time value: |
1.16 |
| Break-even: |
342.67 |
| Moneyness: |
0.72 |
| Premium: |
0.44 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.45 |
| Spread %: |
62.50% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
5.47 |
| Rho: |
0.68 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-57.84% |
| 3 Months |
|
|
-63.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.690 |
| 1M High / 1M Low: |
2.040 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
