JP Morgan Call 185 HSY 20.12.2024
/ DE000JK45F25
JP Morgan Call 185 HSY 20.12.2024/ DE000JK45F25 /
| 2024-10-15 12:43:43 PM |
Chg.-0.040 |
Bid1:37:33 PM |
Ask1:37:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-5.00% |
0.770
Bid Size: 3,000 |
0.810
Ask Size: 3,000 |
Hershey Company |
185.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK45F2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.09 |
| Time value: |
0.75 |
| Break-even: |
177.98 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
11.42 |
| Rho: |
0.16 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-57.78% |
| 3 Months |
|
|
-48.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.800 |
| 1M High / 1M Low: |
1.940 |
0.800 |
| 6M High / 6M Low: |
3.070 |
0.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.52% |
| Volatility 6M: |
|
151.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
