JP Morgan Put 300 FDX 18.10.2024
/ DE000JT5CRB4
JP Morgan Put 300 FDX 18.10.2024/ DE000JT5CRB4 /
| 10/7/2024 8:37:47 AM |
Chg.- |
Bid8:31:41 AM |
Ask8:31:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
- |
3.60
Bid Size: 500 |
-
Ask Size: - |
FedEx Corp |
300.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JT5CRB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
7/2/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
3.60 |
| Time value: |
0.00 |
| Break-even: |
237.36 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.96 |
| Theta: |
-0.05 |
| Omega: |
-6.36 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.90% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
+118.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.60 |
2.17 |
| 1M High / 1M Low: |
3.94 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
788.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
