JP Morgan Put 170 HSY 17.01.2025
/ DE000JB1EDR5
JP Morgan Put 170 HSY 17.01.2025/ DE000JB1EDR5 /
| 8/8/2024 10:20:34 AM |
Chg.0.000 |
Bid4:04:33 PM |
Ask4:04:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.330
Bid Size: 30,000 |
0.370
Ask Size: 30,000 |
Hershey Company |
170.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB1EDR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/24/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-2.73 |
| Time value: |
0.52 |
| Break-even: |
150.37 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
40.54% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-6.79 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-43.94% |
| 3 Months |
|
|
-28.85% |
| YTD |
|
|
-69.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.330 |
| 1M High / 1M Low: |
0.690 |
0.330 |
| 6M High / 6M Low: |
1.070 |
0.330 |
| High (YTD): |
1/5/2024 |
1.120 |
| Low (YTD): |
8/2/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.10% |
| Volatility 6M: |
|
150.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
