JP Morgan Put 300 FDX 19.09.2025
/ DE000JT4L107
JP Morgan Put 300 FDX 19.09.2025/ DE000JT4L107 /
30/08/2024 08:30:03 |
Chg.0.00 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
3.13EUR |
0.00% |
3.06 Bid Size: 2,000 |
3.36 Ask Size: 2,000 |
FedEx Corp |
300.00 USD |
19/09/2025 |
Put |
Master data
WKN: |
JT4L10 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
02/07/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
0.11 |
Time value: |
2.93 |
Break-even: |
241.15 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.27 |
Spread %: |
9.80% |
Delta: |
-0.39 |
Theta: |
-0.03 |
Omega: |
-3.51 |
Rho: |
-1.44 |
Quote data
Open: |
3.13 |
High: |
3.13 |
Low: |
3.13 |
Previous Close: |
3.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.80% |
1 Month |
|
|
+5.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.19 |
3.08 |
1M High / 1M Low: |
4.24 |
2.96 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |