JP Morgan Put 195 HSY 20.09.2024
/ DE000JK38825
JP Morgan Put 195 HSY 20.09.2024/ DE000JK38825 /
| 2024-07-05 8:21:44 AM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-0.72% |
-
Bid Size: - |
-
Ask Size: - |
Hershey Company |
195.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK3882 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
1.04 |
| Time value: |
0.45 |
| Break-even: |
165.48 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
7.19% |
| Delta: |
-0.62 |
| Theta: |
-0.05 |
| Omega: |
-7.05 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.83% |
| 1 Month |
|
|
+81.58% |
| 3 Months |
|
|
+16.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.35 |
| 1M High / 1M Low: |
1.57 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
