JP Morgan Call FDX/ DE000JV22N37 /
| 2024-11-07 9:32:53 AM | Chg.- | Bid10:00:31 PM | Ask10:00:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.05EUR | - | - Bid Size: - |
- Ask Size: - |
FedEx Corp | - USD | 2024-11-08 | Call |
Master data
| WKN: | JV22N3 |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | FedEx Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 2024-11-08 |
| Issue date: | 2024-10-16 |
| Last trading day: | 2024-11-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.94 |
| Implied volatility: | 1.16 |
| Historic volatility: | 0.29 |
| Parity: | 0.94 |
| Time value: | 0.26 |
| Break-even: | 263.59 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 37.65 |
| Spread abs.: | 0.15 |
| Spread %: | 14.29% |
| Delta: | 0.74 |
| Theta: | -2.60 |
| Omega: | 16.03 |
| Rho: | 0.00 |
Quote data
| Open: | 1.05 |
|---|---|
| High: | 1.05 |
| Low: | 1.05 |
| Previous Close: | 1.00 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.69% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.05 | 0.60 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.86 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
