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JP Morgan Put 250 FDX 20.12.2024/  DE000JB2NGX5  /

EUWAX
2024-11-12  10:14:59 AM Chg.- Bid9:16:27 AM Ask9:16:27 AM Underlying Strike price Expiration date Option type
0.230EUR - 0.260
Bid Size: 2,000		 0.360
Ask Size: 2,000		 FedEx Corp 250.00 USD 2024-12-20 Put
 

Master data

WKN: JB2NGX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.35
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.29
Parity: -3.73
Time value: 0.33
Break-even: 231.15
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 2.81
Spread abs.: 0.10
Spread %: 43.48%
Delta: -0.14
Theta: -0.12
Omega: -11.87
Rho: -0.04
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -68.06%
3 Months
  -71.60%
YTD
  -89.73%
1 Year
  -92.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.230
1M High / 1M Low: 0.710 0.230
6M High / 6M Low: 1.990 0.230
High (YTD): 2024-02-14 2.880
Low (YTD): 2024-11-12 0.230
52W High: 2023-11-13 2.940
52W Low: 2024-11-12 0.230
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   0.000
Avg. price 6M:   0.845
Avg. volume 6M:   0.000
Avg. price 1Y:   1.432
Avg. volume 1Y:   0.000
Volatility 1M:   203.13%
Volatility 6M:   344.11%
Volatility 1Y:   259.53%
Volatility 3Y:   -