JP Morgan Put 250 FDX 19.07.2024
/ DE000JB67KX4
JP Morgan Put 250 FDX 19.07.2024/ DE000JB67KX4 /
| 2024-05-31 10:50:23 AM |
Chg.-0.250 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-20.16% |
-
Bid Size: - |
-
Ask Size: - |
FedEx Corp |
250.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB67KX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.37 |
| Time value: |
0.88 |
| Break-even: |
221.65 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.09 |
| Spread %: |
11.39% |
| Delta: |
-0.41 |
| Theta: |
-0.10 |
| Omega: |
-10.85 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.00% |
| 1 Month |
|
|
+41.43% |
| 3 Months |
|
|
-30.77% |
| YTD |
|
|
-32.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.990 |
| 1M High / 1M Low: |
1.240 |
0.460 |
| 6M High / 6M Low: |
2.110 |
0.280 |
| High (YTD): |
2024-02-16 |
2.110 |
| Low (YTD): |
2024-03-28 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.58% |
| Volatility 6M: |
|
234.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
