JP Morgan Put 195 HSY 19.07.2024
/ DE000JK4RR35
JP Morgan Put 195 HSY 19.07.2024/ DE000JK4RR35 /
2024-06-21 8:24:37 AM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
+3.28% |
- Bid Size: - |
- Ask Size: - |
Hershey Company |
195.00 USD |
2024-07-19 |
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: |
2024-07-19 |
Issue date: |
2024-03-12 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
1.21 |
Time value: |
0.13 |
Break-even: |
168.98 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.09 |
Spread %: |
7.20% |
Delta: |
-0.77 |
Theta: |
-0.07 |
Omega: |
-9.81 |
Rho: |
-0.11 |
Quote data
Open: |
1.26 |
High: |
1.26 |
Low: |
1.26 |
Previous Close: |
1.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.75% |
1 Month |
|
|
+530.00% |
3 Months |
|
|
+61.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.26 |
0.93 |
1M High / 1M Low: |
1.26 |
0.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |