JP Morgan Call 180 HSY 17.01.2025
/ DE000JB9TPA6
JP Morgan Call 180 HSY 17.01.2025/ DE000JB9TPA6 /
| 2024-09-12 10:50:01 AM |
Chg.- |
Bid8:00:12 AM |
Ask8:00:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
- |
2.22
Bid Size: 2,000 |
2.37
Ask Size: 2,000 |
Hershey Company |
180.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB9TPA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.69 |
| Time value: |
0.43 |
| Break-even: |
184.74 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
3.54% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
6.98 |
| Rho: |
0.44 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
-2.15% |
| 3 Months |
|
|
+21.93% |
| YTD |
|
|
-2.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.19 |
| 1M High / 1M Low: |
2.60 |
1.77 |
| 6M High / 6M Low: |
3.56 |
1.52 |
| High (YTD): |
2024-05-14 |
3.56 |
| Low (YTD): |
2024-07-10 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.15% |
| Volatility 6M: |
|
110.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
