JP Morgan Call 200 HSY 20.09.2024
/ DE000JK47NW3
JP Morgan Call 200 HSY 20.09.2024/ DE000JK47NW3 /
| 2024-07-11 12:34:07 PM |
Chg.- |
Bid8:04:13 AM |
Ask8:04:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.370
Bid Size: 2,000 |
0.450
Ask Size: 2,000 |
Hershey Company |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK47NW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.32 |
| Time value: |
0.39 |
| Break-even: |
188.49 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.07 |
| Spread %: |
23.53% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
13.71 |
| Rho: |
0.10 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-48.39% |
| 3 Months |
|
|
-65.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.620 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
