JP Morgan Put 290 FDX 17.01.2025
/ DE000JT2BAE3
JP Morgan Put 290 FDX 17.01.2025/ DE000JT2BAE3 /
| 10/4/2024 10:36:43 AM |
Chg.+0.31 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+11.88% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
290.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT2BAE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.29 |
| Parity: |
2.66 |
| Time value: |
0.17 |
| Break-even: |
235.99 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
3.33% |
| Delta: |
-0.76 |
| Theta: |
-0.03 |
| Omega: |
-6.36 |
| Rho: |
-0.59 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
2.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.70% |
| 1 Month |
|
|
+38.39% |
| 3 Months |
|
|
+69.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.13 |
| 1M High / 1M Low: |
3.38 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
477.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
