OverviewChartNewsTraderScreen

JP Morgan Call 36 HRL 17.01.2025/  DE000JB4T019  /

EUWAX
2024-06-17  10:40:19 AM Chg.- Bid9:04:43 AM Ask9:04:43 AM Underlying Strike price Expiration date Option type
0.068EUR - 0.071
Bid Size: 7,500		 0.100
Ask Size: 7,500		 Hormel Foods Corpora... 36.00 USD 2025-01-17 Call
 

Master data

WKN: JB4T01
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.74
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -0.49
Time value: 0.09
Break-even: 34.45
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 40.85%
Delta: 0.28
Theta: -0.01
Omega: 8.73
Rho: 0.04
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.23%
1 Month
  -78.06%
3 Months
  -73.85%
YTD
  -69.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.068
1M High / 1M Low: 0.340 0.067
6M High / 6M Low: 0.340 0.067
High (YTD): 2024-05-21 0.340
Low (YTD): 2024-06-06 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.34%
Volatility 6M:   241.79%
Volatility 1Y:   -
Volatility 3Y:   -