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JP Morgan Call 195 HSY 17.01.2025/  DE000JB35PN1  /

EUWAX
14/10/2024  09:24:09 Chg.- Bid08:05:24 Ask08:05:24 Underlying Strike price Expiration date Option type
0.510EUR - 0.510
Bid Size: 2,000		 0.570
Ask Size: 2,000		 Hershey Company 195.00 USD 17/01/2025 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: 17/01/2025
Issue date: 04/10/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.45
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.83
Time value: 0.56
Break-even: 184.35
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 12.00%
Delta: 0.40
Theta: -0.05
Omega: 12.18
Rho: 0.16
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -60.77%
3 Months
  -54.05%
YTD
  -69.64%
1 Year
  -79.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.510
1M High / 1M Low: 1.400 0.510
6M High / 6M Low: 2.560 0.510
High (YTD): 14/05/2024 2.560
Low (YTD): 14/10/2024 0.510
52W High: 25/10/2023 2.590
52W Low: 14/10/2024 0.510
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   1.342
Avg. volume 6M:   0.000
Avg. price 1Y:   1.668
Avg. volume 1Y:   0.000
Volatility 1M:   126.69%
Volatility 6M:   144.70%
Volatility 1Y:   129.96%
Volatility 3Y:   -