JP Morgan Put 300 FDX 21.03.2025
/ DE000JT320P9
JP Morgan Put 300 FDX 21.03.2025/ DE000JT320P9 /
| 11/8/2024 1:42:09 PM |
Chg.-0.18 |
Bid8:07:48 PM |
Ask8:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
-6.27% |
2.50
Bid Size: 25,000 |
2.54
Ask Size: 25,000 |
FedEx Corp |
300.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JT320P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
1.56 |
| Time value: |
1.23 |
| Break-even: |
249.99 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
3.72% |
| Delta: |
-0.55 |
| Theta: |
-0.06 |
| Omega: |
-5.21 |
| Rho: |
-0.63 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.69 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.41% |
| 1 Month |
|
|
-32.92% |
| 3 Months |
|
|
-21.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
2.87 |
| 1M High / 1M Low: |
4.01 |
2.87 |
| 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: |
|
3.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
