JP Morgan Put 195 HSY 16.08.2024
/ DE000JB9Y7E3
JP Morgan Put 195 HSY 16.08.2024/ DE000JB9Y7E3 /
| 2024-06-20 9:37:42 AM |
Chg.-0.02 |
Bid2:41:54 PM |
Ask2:41:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-1.43% |
1.39
Bid Size: 2,000 |
1.45
Ask Size: 2,000 |
Hershey Company |
195.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB9Y7E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
1.14 |
| Time value: |
0.36 |
| Break-even: |
166.45 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
7.14% |
| Delta: |
-0.66 |
| Theta: |
-0.06 |
| Omega: |
-7.45 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.21% |
| 1 Month |
|
|
+245.00% |
| 3 Months |
|
|
+76.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.12 |
| 1M High / 1M Low: |
1.40 |
0.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
