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JP Morgan Call 195 HSY 17.01.2025/  DE000JB35PN1  /

EUWAX
2024-11-19  9:14:39 AM Chg.-0.021 Bid12:01:59 PM Ask12:01:59 PM Underlying Strike price Expiration date Option type
0.071EUR -22.83% 0.065
Bid Size: 2,000		 0.160
Ask Size: 2,000		 Hershey Company 195.00 USD 2025-01-17 Call
 

Master data

WKN: JB35PN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hershey Company
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 106.24
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.36
Time value: 0.15
Break-even: 185.57
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.46
Spread abs.: 0.08
Spread %: 125.35%
Delta: 0.15
Theta: -0.04
Omega: 16.46
Rho: 0.04
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.092
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.67%
1 Month
  -83.10%
3 Months
  -93.60%
YTD
  -95.77%
1 Year
  -97.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.092
1M High / 1M Low: 0.470 0.071
6M High / 6M Low: 2.470 0.071
High (YTD): 2024-05-14 2.560
Low (YTD): 2024-11-08 0.071
52W High: 2024-05-14 2.560
52W Low: 2024-11-08 0.071
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   1.067
Avg. volume 6M:   0.000
Avg. price 1Y:   1.472
Avg. volume 1Y:   0.000
Volatility 1M:   524.12%
Volatility 6M:   242.96%
Volatility 1Y:   191.41%
Volatility 3Y:   -