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JP Morgan Put 190 HSY 17.01.2025/  DE000JL60BR9  /

EUWAX
8/8/2024  8:28:18 AM Chg.+0.010 Bid1:48:45 PM Ask1:48:45 PM Underlying Strike price Expiration date Option type
0.840EUR +1.20% 0.850
Bid Size: 2,000		 0.940
Ask Size: 2,000		 Hershey Company 190.00 USD 1/17/2025 Put
 

Master data

WKN: JL60BR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hershey Company
Type: Warrant
Option type: Put
Strike price: 190.00 USD
Maturity: 1/17/2025
Issue date: 7/11/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.26
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.90
Time value: 0.86
Break-even: 165.27
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 11.90%
Delta: -0.33
Theta: -0.03
Omega: -7.03
Rho: -0.31
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.62%
1 Month
  -42.86%
3 Months
  -21.50%
YTD
  -58.00%
1 Year
  -19.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.800
1M High / 1M Low: 1.530 0.800
6M High / 6M Low: 1.930 0.710
High (YTD): 4/16/2024 1.930
Low (YTD): 5/21/2024 0.710
52W High: 12/21/2023 2.220
52W Low: 5/21/2024 0.710
Avg. price 1W:   0.898
Avg. volume 1W:   0.000
Avg. price 1M:   1.128
Avg. volume 1M:   0.000
Avg. price 6M:   1.295
Avg. volume 6M:   0.000
Avg. price 1Y:   1.479
Avg. volume 1Y:   0.000
Volatility 1M:   153.13%
Volatility 6M:   133.95%
Volatility 1Y:   105.41%
Volatility 3Y:   -