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JP Morgan Put 250 FDX 20.12.2024/  DE000JB2NGX5  /

EUWAX
11/12/2024  10:14:59 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 FedEx Corp 250.00 USD 12/20/2024 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: 12/20/2024
Issue date: 9/21/2023
Last trading day: 12/19/2024
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
  -55.77%
1 Month
  -68.06%
3 Months
  -74.44%
YTD
  -89.73%
1 Year
  -92.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.240
1M High / 1M Low: 0.710 0.240
6M High / 6M Low: 1.990 0.240
High (YTD): 2/14/2024 2.880
Low (YTD): 11/11/2024 0.240
52W High: 11/13/2023 2.940
52W Low: 11/11/2024 0.240
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   1.437
Avg. volume 1Y:   0.000
Volatility 1M:   208.40%
Volatility 6M:   345.39%
Volatility 1Y:   260.00%
Volatility 3Y:   -