JP Morgan Put 280 FDX 20.12.2024/  DE000JT209K5  /

EUWAX
2024-11-12  10:11:46 AM Chg.-0.030 Bid8:19:05 PM Ask8:19:05 PM Underlying Strike price Expiration date Option type
0.920EUR -3.16% 0.980
Bid Size: 25,000
1.010
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:   -