JP Morgan Call 195 HSY 17.01.2025
/ DE000JB35PN1
JP Morgan Call 195 HSY 17.01.2025/ DE000JB35PN1 /
| 08/08/2024 09:02:08 |
Chg.-0.04 |
Bid10:11:14 |
Ask10:11:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-2.42% |
1.57
Bid Size: 2,000 |
1.67
Ask Size: 2,000 |
Hershey Company |
195.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB35PN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
1.13 |
| Break-even: |
194.19 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
6.17% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
7.29 |
| Rho: |
0.44 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.33% |
| 1 Month |
|
|
+73.12% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.27 |
| 1M High / 1M Low: |
1.65 |
0.88 |
| 6M High / 6M Low: |
2.56 |
0.88 |
| High (YTD): |
14/05/2024 |
2.56 |
| Low (YTD): |
10/07/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.10% |
| Volatility 6M: |
|
140.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
