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JP Morgan Put 230 FDX 21.06.2024/  DE000JS95JD3  /

EUWAX
2024-05-16  11:44:18 AM Chg.-0.006 Bid12:36:01 PM Ask12:36:01 PM Underlying Strike price Expiration date Option type
0.043EUR -12.24% 0.043
Bid Size: 1,000		 0.190
Ask Size: 1,000		 FEDEX CORP. D... 230.00 - 2024-06-21 Put
 

Master data

WKN: JS95JD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2023-03-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -95.27
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.23
Parity: -0.82
Time value: 0.25
Break-even: 227.50
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.56
Spread abs.: 0.21
Spread %: 455.56%
Delta: -0.26
Theta: -0.06
Omega: -24.97
Rho: -0.06
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.89%
1 Month
  -64.17%
3 Months
  -95.87%
YTD
  -93.68%
1 Year
  -98.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.023
1M High / 1M Low: 0.130 0.023
6M High / 6M Low: 1.040 0.023
High (YTD): 2024-02-16 1.040
Low (YTD): 2024-05-14 0.023
52W High: 2023-05-31 3.150
52W Low: 2024-05-14 0.023
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.532
Avg. volume 6M:   0.000
Avg. price 1Y:   1.145
Avg. volume 1Y:   0.000
Volatility 1M:   512.49%
Volatility 6M:   351.83%
Volatility 1Y:   258.14%
Volatility 3Y:   -