JP Morgan Call 180 HSY 17.01.2025
/ DE000JB9TPA6
JP Morgan Call 180 HSY 17.01.2025/ DE000JB9TPA6 /
| 10/14/2024 11:16:59 AM |
Chg.- |
Bid10:37:16 AM |
Ask10:37:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
- |
1.21
Bid Size: 2,000 |
1.27
Ask Size: 2,000 |
Hershey Company |
180.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/21/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.55 |
| Time value: |
0.61 |
| Break-even: |
176.55 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
5.00% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
9.77 |
| Rho: |
0.26 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.95% |
| 1 Month |
|
|
-45.74% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-48.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.21 |
| 1M High / 1M Low: |
2.41 |
1.21 |
| 6M High / 6M Low: |
3.56 |
1.21 |
| High (YTD): |
5/14/2024 |
3.56 |
| Low (YTD): |
10/14/2024 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.41% |
| Volatility 6M: |
|
110.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
