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JP Morgan Put 220 FDX 17.01.2025/  DE000JS97F40  /

EUWAX
2024-06-28  11:23:44 AM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.220EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 FEDEX CORP. D... 220.00 - 2025-01-17 Put
 

Master data

WKN: JS97F4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-03-20
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -71.76
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -5.99
Time value: 0.39
Break-even: 216.10
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.45
Spread abs.: 0.20
Spread %: 105.26%
Delta: -0.11
Theta: -0.03
Omega: -7.92
Rho: -0.19
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.81%
1 Month
  -77.08%
3 Months
  -54.17%
YTD
  -84.06%
1 Year
  -88.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.210
1M High / 1M Low: 0.960 0.210
6M High / 6M Low: 1.740 0.210
High (YTD): 2024-02-14 1.740
Low (YTD): 2024-06-27 0.210
52W High: 2023-10-26 2.650
52W Low: 2024-06-27 0.210
Avg. price 1W:   0.475
Avg. volume 1W:   0.000
Avg. price 1M:   0.802
Avg. volume 1M:   0.000
Avg. price 6M:   1.032
Avg. volume 6M:   0.000
Avg. price 1Y:   1.403
Avg. volume 1Y:   0.000
Volatility 1M:   270.53%
Volatility 6M:   163.69%
Volatility 1Y:   132.43%
Volatility 3Y:   -