JP Morgan Call 200 HSY 17.01.2025
/ DE000JB2FJ22
JP Morgan Call 200 HSY 17.01.2025/ DE000JB2FJ22 /
| 07/08/2024 10:46:11 |
Chg.- |
Bid10:11:20 |
Ask10:11:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
1.32
Bid Size: 2,000 |
1.42
Ask Size: 2,000 |
Hershey Company |
200.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB2FJ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.02 |
| Time value: |
1.47 |
| Break-even: |
197.72 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
7.30% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
7.07 |
| Rho: |
0.40 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.81% |
| 1 Month |
|
|
+74.68% |
| 3 Months |
|
|
-14.81% |
| YTD |
|
|
-7.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.10 |
| 1M High / 1M Low: |
1.38 |
0.72 |
| 6M High / 6M Low: |
2.34 |
0.72 |
| High (YTD): |
09/02/2024 |
2.34 |
| Low (YTD): |
10/07/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.97% |
| Volatility 6M: |
|
157.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
