JP Morgan Put 230 FDX 20.09.2024
/ DE000JB6P0M5
JP Morgan Put 230 FDX 20.09.2024/ DE000JB6P0M5 /
| 2024-06-07 8:33:30 AM |
Chg.-0.060 |
Bid9:49:44 PM |
Ask9:49:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-8.22% |
0.730
Bid Size: 30,000 |
0.760
Ask Size: 30,000 |
FedEx Corp |
230.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6P0M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-1.86 |
| Time value: |
0.78 |
| Break-even: |
203.37 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
14.71% |
| Delta: |
-0.27 |
| Theta: |
-0.06 |
| Omega: |
-8.01 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.90% |
| 1 Month |
|
|
+34.00% |
| 3 Months |
|
|
-37.96% |
| YTD |
|
|
-37.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.570 |
| 1M High / 1M Low: |
0.850 |
0.390 |
| 6M High / 6M Low: |
1.450 |
0.290 |
| High (YTD): |
2024-02-14 |
1.450 |
| Low (YTD): |
2024-03-28 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.854 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.86% |
| Volatility 6M: |
|
188.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
