JP Morgan Call 200 HSY 16.08.2024/  DE000JB8EUX2  /

EUWAX
2024-07-26  11:59:52 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.310EUR +10.71% -
Bid Size: -
-
Ask Size: -
Hershey Company 200.00 USD 2024-08-16 Call
 

Master data

WKN: JB8EUX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hershey Company
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.57
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -0.60
Time value: 0.40
Break-even: 188.23
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 1.70
Spread abs.: 0.07
Spread %: 21.21%
Delta: 0.38
Theta: -0.16
Omega: 16.97
Rho: 0.03
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month  
+47.62%
3 Months
  -51.56%
YTD
  -68.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.200
1M High / 1M Low: 0.360 0.150
6M High / 6M Low: 1.840 0.150
High (YTD): 2024-02-08 1.840
Low (YTD): 2024-07-10 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.90%
Volatility 6M:   239.38%
Volatility 1Y:   -
Volatility 3Y:   -