JP Morgan Put 270 FDX 20.09.2024
/ DE000JB7D5M7
JP Morgan Put 270 FDX 20.09.2024/ DE000JB7D5M7 /
| 2024-08-30 9:04:38 AM |
Chg.-0.010 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-3.33% |
0.260
Bid Size: 2,000 |
0.360
Ask Size: 2,000 |
FedEx Corp |
270.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB7D5M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.25 |
| Parity: |
-2.60 |
| Time value: |
0.36 |
| Break-even: |
240.80 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
5.67 |
| Spread abs.: |
0.10 |
| Spread %: |
38.46% |
| Delta: |
-0.19 |
| Theta: |
-0.22 |
| Omega: |
-13.92 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.44% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-88.31% |
| YTD |
|
|
-89.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.960 |
0.290 |
| 6M High / 6M Low: |
3.050 |
0.210 |
| High (YTD): |
2024-02-14 |
3.720 |
| Low (YTD): |
2024-07-17 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.69% |
| Volatility 6M: |
|
232.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
