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JP Morgan Put 240 FDX 17.01.2025/  DE000JL53988  /

EUWAX
2024-11-12  10:16:13 AM Chg.-0.010 Bid8:47:49 PM Ask8:47:49 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.220
Bid Size: 20,000		 0.260
Ask Size: 20,000		 FEDEX CORP. D... 240.00 - 2025-01-17 Put
 

Master data

WKN: JL5398
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-06-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.49
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -3.18
Time value: 0.36
Break-even: 236.40
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.97
Spread abs.: 0.15
Spread %: 71.43%
Delta: -0.16
Theta: -0.07
Omega: -12.35
Rho: -0.09
 

Quote data

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

Performance

1 Week
  -52.27%
1 Month
  -64.41%
3 Months
  -72.37%
YTD
  -89.71%
1 Year
  -92.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.220
1M High / 1M Low: 0.570 0.220
6M High / 6M Low: 1.630 0.220
High (YTD): 2024-02-14 2.550
Low (YTD): 2024-11-11 0.220
52W High: 2023-11-13 2.680
52W Low: 2024-11-11 0.220
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.705
Avg. volume 6M:   0.000
Avg. price 1Y:   1.250
Avg. volume 1Y:   0.000
Volatility 1M:   177.63%
Volatility 6M:   309.92%
Volatility 1Y:   235.89%
Volatility 3Y:   -