OverviewChartNewsTraderScreen

JP Morgan Put 230 FDX 17.01.2025/  DE000JS97F57  /

EUWAX
8/30/2024  11:22:25 AM Chg.0.000 Bid9:55:11 PM Ask9:55:11 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.260
Bid Size: 1,000		 0.410
Ask Size: 1,000		 FEDEX CORP. D... 230.00 - 1/17/2025 Put
 

Master data

WKN: JS97F5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 1/17/2025
Issue date: 3/20/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -65.96
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -4.04
Time value: 0.41
Break-even: 225.90
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.49
Spread abs.: 0.15
Spread %: 57.69%
Delta: -0.15
Theta: -0.04
Omega: -9.71
Rho: -0.17
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+12.00%
3 Months
  -75.22%
YTD
  -83.23%
1 Year
  -85.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.610 0.250
6M High / 6M Low: 1.630 0.170
High (YTD): 2/14/2024 2.120
Low (YTD): 7/17/2024 0.170
52W High: 10/26/2023 3.080
52W Low: 7/17/2024 0.170
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.775
Avg. volume 6M:   0.000
Avg. price 1Y:   1.383
Avg. volume 1Y:   0.000
Volatility 1M:   242.79%
Volatility 6M:   195.61%
Volatility 1Y:   154.49%
Volatility 3Y:   -