JP Morgan Call 195 HSY 21.02.2025
/ DE000JT3LFA7
JP Morgan Call 195 HSY 21.02.2025/ DE000JT3LFA7 /
| 12/09/2024 10:29:18 |
Chg.- |
Bid09:11:11 |
Ask09:11:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
- |
1.49
Bid Size: 2,000 |
1.58
Ask Size: 2,000 |
Hershey Company |
195.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT3LFA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.33 |
| Time value: |
1.12 |
| Break-even: |
191.55 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
6.00% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
7.69 |
| Rho: |
0.43 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
-6.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.46 |
| 1M High / 1M Low: |
1.79 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
