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JP Morgan Put 190 HSY 17.01.2025/  DE000JL60BR9  /

EUWAX
15/10/2024  08:29:09 Chg.-0.010 Bid11:21:42 Ask11:21:42 Underlying Strike price Expiration date Option type
0.970EUR -1.02% 0.970
Bid Size: 2,000		 1.030
Ask Size: 2,000		 Hershey Company 190.00 USD 17/01/2025 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: 17/01/2025
Issue date: 11/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.06
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.37
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.37
Time value: 0.58
Break-even: 164.73
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 6.19%
Delta: -0.52
Theta: -0.04
Omega: -9.36
Rho: -0.25
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.04%
1 Month  
+51.56%
3 Months
  -19.17%
YTD
  -51.50%
1 Year
  -51.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.930
1M High / 1M Low: 0.980 0.550
6M High / 6M Low: 1.930 0.540
High (YTD): 16/04/2024 1.930
Low (YTD): 10/09/2024 0.540
52W High: 21/12/2023 2.220
52W Low: 10/09/2024 0.540
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   1.043
Avg. volume 6M:   0.000
Avg. price 1Y:   1.356
Avg. volume 1Y:   0.000
Volatility 1M:   114.01%
Volatility 6M:   134.03%
Volatility 1Y:   116.77%
Volatility 3Y:   -