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JP Morgan Call 76 NEE 17.01.2025/  DE000JL10D35  /

EUWAX
2024-07-10  8:31:36 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.410EUR -2.38% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 76.00 - 2025-01-17 Call
 

Master data

WKN: JL10D3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2025-01-17
Issue date: 2023-04-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.88
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.93
Time value: 0.42
Break-even: 80.20
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.39
Theta: -0.02
Omega: 6.16
Rho: 0.11
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.14%
1 Month
  -36.92%
3 Months  
+95.24%
YTD  
+36.67%
1 Year
  -49.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.720 0.310
6M High / 6M Low: 0.920 0.073
High (YTD): 2024-06-03 0.920
Low (YTD): 2024-03-05 0.073
52W High: 2023-07-24 1.010
52W Low: 2024-03-05 0.073
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   296.77%
Volatility 6M:   198.44%
Volatility 1Y:   177.50%
Volatility 3Y:   -