JP Morgan Call 220 HSY 20.12.2024
/ DE000JK45FD3
JP Morgan Call 220 HSY 20.12.2024/ DE000JK45FD3 /
| 15/10/2024 12:43:43 |
Chg.-0.007 |
Bid16:02:37 |
Ask16:02:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-16.67% |
0.036
Bid Size: 20,000 |
0.076
Ask Size: 20,000 |
Hershey Company |
220.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK45FD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
121.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-3.12 |
| Time value: |
0.14 |
| Break-even: |
203.07 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.10 |
| Spread %: |
278.38% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
15.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.042 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-87.93% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.042 |
| 1M High / 1M Low: |
0.320 |
0.042 |
| 6M High / 6M Low: |
1.160 |
0.042 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.55% |
| Volatility 6M: |
|
274.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
