JP Morgan Call 68 NEE 17.01.2025
/ DE000JL9EWE4
JP Morgan Call 68 NEE 17.01.2025/ DE000JL9EWE4 /
| 17/07/2024 08:32:29 |
Chg.+0.050 |
Bid10:59:13 |
Ask10:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+6.85% |
0.760
Bid Size: 20,000 |
0.770
Ask Size: 20,000 |
NextEra Energy Inc |
68.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JL9EWE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.37 |
| Break-even: |
69.62 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.30 |
| Rho: |
0.19 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
-15.22% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.730 |
| 1M High / 1M Low: |
0.970 |
0.620 |
| 6M High / 6M Low: |
1.420 |
0.170 |
| High (YTD): |
03/06/2024 |
1.420 |
| Low (YTD): |
05/03/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.23% |
| Volatility 6M: |
|
159.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
