JP Morgan Call 185 HSY 17.01.2025
/ DE000JB6CXL9
JP Morgan Call 185 HSY 17.01.2025/ DE000JB6CXL9 /
10/14/2024 9:33:14 AM |
Chg.- |
Bid8:31:51 AM |
Ask8:31:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
- |
0.940 Bid Size: 2,000 |
1.000 Ask Size: 2,000 |
Hershey Company |
185.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JB6CXL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Hershey Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
11/1/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
0.09 |
Time value: |
0.89 |
Break-even: |
179.38 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.06 |
Spread %: |
6.52% |
Delta: |
0.57 |
Theta: |
-0.05 |
Omega: |
9.88 |
Rho: |
0.22 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.02% |
1 Month |
|
|
-51.83% |
3 Months |
|
|
-42.14% |
YTD |
|
|
-56.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.920 |
1M High / 1M Low: |
2.030 |
0.920 |
6M High / 6M Low: |
3.220 |
0.920 |
High (YTD): |
5/14/2024 |
3.220 |
Low (YTD): |
10/14/2024 |
0.920 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.406 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.860 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.77% |
Volatility 6M: |
|
122.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |