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JP Morgan Call 40 HRL 17.01.2025/  DE000JL0X934  /

EUWAX
2024-06-18  10:37:27 AM Chg.+0.001 Bid11:33:31 AM Ask11:33:31 AM Underlying Strike price Expiration date Option type
0.029EUR +3.57% 0.029
Bid Size: 5,000		 0.069
Ask Size: 5,000		 Hormel Foods Corpora... 40.00 - 2025-01-17 Call
 

Master data

WKN: JL0X93
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -1.14
Time value: 0.07
Break-even: 40.69
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.83
Spread abs.: 0.04
Spread %: 137.93%
Delta: 0.17
Theta: -0.01
Omega: 7.26
Rho: 0.03
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -81.88%
3 Months
  -79.29%
YTD
  -75.83%
1 Year
  -95.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.028
1M High / 1M Low: 0.180 0.028
6M High / 6M Low: 0.180 0.028
High (YTD): 2024-05-21 0.180
Low (YTD): 2024-06-17 0.028
52W High: 2023-08-11 0.610
52W Low: 2024-06-17 0.028
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.243
Avg. volume 1Y:   0.000
Volatility 1M:   253.15%
Volatility 6M:   190.24%
Volatility 1Y:   161.78%
Volatility 3Y:   -