JP Morgan Put 230 FDX 20.12.2024
/ DE000JB2NGV9
JP Morgan Put 230 FDX 20.12.2024/ DE000JB2NGV9 /
| 2024-07-26 10:30:07 AM |
Chg.-0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
230.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JB2NGV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
-6.46 |
| Time value: |
0.40 |
| Break-even: |
207.91 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.18 |
| Spread %: |
86.96% |
| Delta: |
-0.11 |
| Theta: |
-0.04 |
| Omega: |
-7.45 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
-72.29% |
| YTD |
|
|
-85.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
1.960 |
0.140 |
| High (YTD): |
2024-02-14 |
1.960 |
| Low (YTD): |
2024-07-17 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.994 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.47% |
| Volatility 6M: |
|
172.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
