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JP Morgan Call 46 HRL 17.01.2025/  DE000JL1PYB9  /

EUWAX
2024-05-16  9:45:26 AM Chg.-0.004 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.046EUR -8.00% -
Bid Size: -		 -
Ask Size: -		 Hormel Foods Corpora... 46.00 - 2025-01-17 Call
 

Master data

WKN: JL1PYB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.33
Time value: 0.09
Break-even: 46.86
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.71
Spread abs.: 0.04
Spread %: 86.96%
Delta: 0.18
Theta: -0.01
Omega: 6.98
Rho: 0.03
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.22%
1 Month  
+9.52%
3 Months  
+70.37%
YTD
  -14.81%
1 Year
  -84.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.044
1M High / 1M Low: 0.053 0.039
6M High / 6M Low: 0.081 0.023
High (YTD): 2024-02-29 0.078
Low (YTD): 2024-02-19 0.023
52W High: 2023-06-19 0.360
52W Low: 2024-02-19 0.023
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   110.45%
Volatility 6M:   246.20%
Volatility 1Y:   196.85%
Volatility 3Y:   -