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JP Morgan Call 34 HRL 17.01.2025/  DE000JB36ZU3  /

EUWAX
2024-06-07  9:46:05 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.130EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 Hormel Foods Corpora... 34.00 USD 2025-01-17 Call
 

Master data

WKN: JB36ZU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.26
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -0.31
Time value: 0.14
Break-even: 32.88
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.38
Theta: -0.01
Omega: 7.78
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -64.86%
3 Months
  -60.61%
YTD
  -55.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.460 0.110
6M High / 6M Low: 0.460 0.110
High (YTD): 2024-05-21 0.460
Low (YTD): 2024-06-06 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.78%
Volatility 6M:   201.35%
Volatility 1Y:   -
Volatility 3Y:   -