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JP Morgan Call 42 HRL 17.01.2025/  DE000JL1PY96  /

EUWAX
2024-06-07  9:59:36 AM Chg.+0.003 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.024EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 Hormel Foods Corpora... 42.00 - 2025-01-17 Call
 

Master data

WKN: JL1PY9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -1.36
Time value: 0.06
Break-even: 42.61
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.95
Spread abs.: 0.04
Spread %: 190.48%
Delta: 0.15
Theta: -0.01
Omega: 7.05
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -74.19%
3 Months
  -75.26%
YTD
  -74.19%
1 Year
  -95.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.021
1M High / 1M Low: 0.120 0.021
6M High / 6M Low: 0.140 0.021
High (YTD): 2024-03-01 0.140
Low (YTD): 2024-06-06 0.021
52W High: 2023-06-16 0.530
52W Low: 2024-06-06 0.021
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   263.51%
Volatility 6M:   253.83%
Volatility 1Y:   201.54%
Volatility 3Y:   -