JP Morgan Put 195 HSY 19.07.2024
/ DE000JK4RR35
JP Morgan Put 195 HSY 19.07.2024/ DE000JK4RR35 /
| 6/27/2024 8:24:40 AM |
Chg.+0.220 |
Bid6:28:38 PM |
Ask6:28:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+23.66% |
1.180
Bid Size: 30,000 |
1.200
Ask Size: 30,000 |
Hershey Company |
195.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
JK4RR3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
1.12 |
| Time value: |
0.06 |
| Break-even: |
170.79 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
8.62% |
| Delta: |
-0.82 |
| Theta: |
-0.05 |
| Omega: |
-11.96 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
1.150 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-0.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.810 |
| 1M High / 1M Low: |
1.260 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
