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 |
Bid8:19:05 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: |
|
- |