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JP Morgan Put 28 HRL 17.01.2025/  DE000JL2FGL4  /

EUWAX
2024-06-07  11:50:40 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 Hormel Foods Corpora... 28.00 - 2025-01-17 Put
 

Master data

WKN: JL2FGL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-05-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.26
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -0.04
Time value: 0.14
Break-even: 26.60
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 16.67%
Delta: -0.38
Theta: 0.00
Omega: -7.77
Rho: -0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+61.76%
3 Months  
+10.00%
YTD
  -45.00%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.120 0.046
6M High / 6M Low: 0.270 0.046
High (YTD): 2024-02-14 0.270
Low (YTD): 2024-05-21 0.046
52W High: 2024-02-14 0.270
52W Low: 2024-05-21 0.046
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   275.48%
Volatility 6M:   152.71%
Volatility 1Y:   139.22%
Volatility 3Y:   -