JP Morgan Put 230 FDX 18.10.2024
/ DE000JK2N6J5
JP Morgan Put 230 FDX 18.10.2024/ DE000JK2N6J5 /
2024-08-13 10:34:02 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
- |
- Bid Size: - |
- Ask Size: - |
FEDEX CORP. D... |
230.00 - |
2024-10-18 |
Put |
Master data
WKN: |
JK2N6J |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FEDEX CORP. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 - |
Maturity: |
2024-10-18 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-08-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-89.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
-3.74 |
Time value: |
0.30 |
Break-even: |
227.00 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
1.85 |
Spread abs.: |
0.10 |
Spread %: |
50.00% |
Delta: |
-0.14 |
Theta: |
-0.09 |
Omega: |
-12.13 |
Rho: |
-0.05 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+208.82% |
3 Months |
|
|
-72.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.300 |
0.064 |
6M High / 6M Low: |
1.330 |
0.044 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.537 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
811.66% |
Volatility 6M: |
|
323.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |