JP Morgan Put 280 FDX 20.12.2024
/ DE000JT209K5
JP Morgan Put 280 FDX 20.12.2024/ DE000JT209K5 /
| 2024-11-12 10:11:46 AM |
Chg.-0.030 |
Bid8:44:25 PM |
Ask8:44:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-3.16% |
0.970
Bid Size: 25,000 |
1.000
Ask Size: 25,000 |
FedEx Corp |
280.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JT209K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
-0.92 |
| Time value: |
0.98 |
| Break-even: |
252.79 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.08 |
| Spread %: |
8.89% |
| Delta: |
-0.36 |
| Theta: |
-0.17 |
| Omega: |
-10.10 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.24% |
| 1 Month |
|
|
-55.34% |
| 3 Months |
|
|
-51.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
0.950 |
| 1M High / 1M Low: |
2.050 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
