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JP Morgan Put 170 HSY 17.01.2025/  DE000JB1EDR5  /

EUWAX
10/15/2024  10:29:39 AM Chg.-0.020 Bid12:35:07 PM Ask12:35:07 PM Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.300
Bid Size: 2,000		 0.350
Ask Size: 2,000		 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: -47.36
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.47
Time value: 0.36
Break-even: 152.23
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.48
Spread abs.: 0.07
Spread %: 24.14%
Delta: -0.23
Theta: -0.04
Omega: -10.86
Rho: -0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+31.82%
3 Months
  -43.14%
YTD
  -76.42%
1 Year
  -77.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.290
1M High / 1M Low: 0.310 0.190
6M High / 6M Low: 1.070 0.190
High (YTD): 1/5/2024 1.120
Low (YTD): 9/24/2024 0.190
52W High: 10/27/2023 1.470
52W Low: 9/24/2024 0.190
Avg. price 1W:   0.303
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.464
Avg. volume 6M:   0.000
Avg. price 1Y:   0.733
Avg. volume 1Y:   0.000
Volatility 1M:   143.57%
Volatility 6M:   150.14%
Volatility 1Y:   130.84%
Volatility 3Y:   -