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JP Morgan Put 170 FDX 17.01.2025/  DE000JS7SZ42  /

EUWAX
2024-06-21  11:03:09 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 FEDEX CORP. D... 170.00 - 2025-01-17 Put
 

Master data

WKN: JS7SZ4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -65.52
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -6.59
Time value: 0.36
Break-even: 166.40
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.57
Spread abs.: 0.20
Spread %: 125.00%
Delta: -0.10
Theta: -0.03
Omega: -6.23
Rho: -0.15
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+6.25%
3 Months  
+54.55%
YTD
  -62.22%
1 Year
  -83.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.190 0.150
6M High / 6M Low: 0.540 0.110
High (YTD): 2024-02-14 0.530
Low (YTD): 2024-03-26 0.110
52W High: 2023-10-26 1.110
52W Low: 2024-03-26 0.110
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   0.511
Avg. volume 1Y:   0.000
Volatility 1M:   125.47%
Volatility 6M:   142.80%
Volatility 1Y:   125.52%
Volatility 3Y:   -