JP Morgan Put 160 HSY 20.09.2024/  DE000JK47NJ0  /

EUWAX
2024-07-11  12:34:07 PM Chg.- Bid8:04:13 AM Ask8:04:13 AM Underlying Strike price Expiration date Option type
0.130EUR - 0.120
Bid Size: 2,000
0.220
Ask Size: 2,000
Hershey Company 160.00 USD 2024-09-20 Put
 

Master data

WKN: JK47NJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hershey Company
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.37
Time value: 0.23
Break-even: 145.39
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 1.07
Spread abs.: 0.10
Spread %: 76.92%
Delta: -0.15
Theta: -0.04
Omega: -11.07
Rho: -0.05
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -7.14%
3 Months
  -61.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -