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JP Morgan Call 46 HRL 17.01.2025/  DE000JL1PYB9  /

EUWAX
2024-05-03  9:50:24 AM Chg.+0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.052EUR +8.33% -
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: 33.01
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.30
Time value: 0.10
Break-even: 47.00
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.65
Spread abs.: 0.05
Spread %: 96.08%
Delta: 0.20
Theta: -0.01
Omega: 6.67
Rho: 0.04
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month     0.00%
3 Months  
+30.00%
YTD
  -3.70%
1 Year
  -84.24%
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.048
1M High / 1M Low: 0.053 0.039
6M High / 6M Low: 0.110 0.023
High (YTD): 2024-02-29 0.078
Low (YTD): 2024-02-19 0.023
52W High: 2023-05-08 0.400
52W Low: 2024-02-19 0.023
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   0.156
Avg. volume 1Y:   0.000
Volatility 1M:   132.24%
Volatility 6M:   246.02%
Volatility 1Y:   196.83%
Volatility 3Y:   -