JP Morgan Call 180 HSY 19.07.2024
/ DE000JK4FAM2
JP Morgan Call 180 HSY 19.07.2024/ DE000JK4FAM2 /
7/5/2024 10:52:58 AM |
Chg.-0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-7.02% |
- Bid Size: - |
- Ask Size: - |
Hershey Company |
180.00 USD |
7/19/2024 |
Call |
Master data
WKN: |
JK4FAM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Hershey Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
3/6/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
0.35 |
Time value: |
0.25 |
Break-even: |
172.52 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.09 |
Spread %: |
18.18% |
Delta: |
0.66 |
Theta: |
-0.14 |
Omega: |
18.62 |
Rho: |
0.04 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.87% |
1 Month |
|
|
-72.11% |
3 Months |
|
|
-74.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.530 |
1M High / 1M Low: |
1.900 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.598 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.920 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |