JP Morgan Put 205 HSY 21.02.2025
/ DE000JT50J16
JP Morgan Put 205 HSY 21.02.2025/ DE000JT50J16 /
| 8/30/2024 10:54:13 AM |
Chg.- |
Bid9:59:12 AM |
Ask9:59:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
- |
1.60
Bid Size: 2,000 |
1.80
Ask Size: 2,000 |
Hershey Company |
205.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT50J1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
8/2/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.08 |
| Time value: |
0.46 |
| Break-even: |
170.22 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
5.59% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-6.57 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.38% |
| 1 Month |
|
|
+3.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.44 |
| 1M High / 1M Low: |
1.79 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
