JP Morgan Put 310 FDX 21.03.2025
/ DE000JT4C007
JP Morgan Put 310 FDX 21.03.2025/ DE000JT4C007 /
| 08/11/2024 11:26:53 |
Chg.-0.18 |
Bid18:18:52 |
Ask18:18:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
-5.16% |
3.01
Bid Size: 25,000 |
3.05
Ask Size: 25,000 |
FedEx Corp |
310.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JT4C00 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
2.48 |
| Time value: |
0.92 |
| Break-even: |
253.15 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
3.03% |
| Delta: |
-0.62 |
| Theta: |
-0.06 |
| Omega: |
-4.77 |
| Rho: |
-0.71 |
Quote data
| Open: |
3.31 |
| High: |
3.31 |
| Low: |
3.31 |
| Previous Close: |
3.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.12% |
| 1 Month |
|
|
-29.57% |
| 3 Months |
|
|
-17.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.49 |
| 1M High / 1M Low: |
4.70 |
3.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
