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JP Morgan Put 170 HSY 17.01.2025/  DE000JB1EDR5  /

EUWAX
13/09/2024  10:24:20 Chg.0.000 Bid10:56:54 Ask10:56:54 Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 2,000		 0.310
Ask Size: 2,000		 Hershey Company 170.00 USD 17/01/2025 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: 17/01/2025
Issue date: 24/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.98
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -2.57
Time value: 0.32
Break-even: 150.24
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.54
Spread abs.: 0.09
Spread %: 39.13%
Delta: -0.16
Theta: -0.03
Omega: -9.17
Rho: -0.11
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -31.25%
3 Months
  -65.08%
YTD
  -82.11%
1 Year
  -73.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: 1.070 0.190
High (YTD): 05/01/2024 1.120
Low (YTD): 10/09/2024 0.190
52W High: 27/10/2023 1.470
52W Low: 10/09/2024 0.190
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   155.25%
Volatility 6M:   149.99%
Volatility 1Y:   125.54%
Volatility 3Y:   -