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JP Morgan Call 70 NEE 17.01.2025/  DE000JL5MHC0  /

EUWAX
17/07/2024  09:16:05 Chg.+0.030 Bid15:01:17 Ask15:01:17 Underlying Strike price Expiration date Option type
0.660EUR +4.76% 0.660
Bid Size: 30,000		 0.670
Ask Size: 30,000		 NextEra Energy Inc 70.00 USD 17/01/2025 Call
 

Master data

WKN: JL5MHC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 17/01/2025
Issue date: 12/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.70
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.17
Implied volatility: 0.29
Historic volatility: 0.27
Parity: 0.17
Time value: 0.51
Break-even: 71.01
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.63
Theta: -0.02
Omega: 6.07
Rho: 0.17
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -17.50%
3 Months  
+120.00%
YTD  
+43.48%
1 Year
  -41.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.630
1M High / 1M Low: 0.860 0.530
6M High / 6M Low: 1.280 0.140
High (YTD): 03/06/2024 1.280
Low (YTD): 05/03/2024 0.140
52W High: 21/07/2023 1.320
52W Low: 05/03/2024 0.140
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.702
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   0.566
Avg. volume 1Y:   0.000
Volatility 1M:   218.73%
Volatility 6M:   168.99%
Volatility 1Y:   156.16%
Volatility 3Y:   -