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JP Morgan Call 76 NEE 17.01.2025/  DE000JL10D35  /

EUWAX
05/08/2024  08:23:53 Chg.+0.050 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.740EUR +7.25% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 76.00 - 17/01/2025 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: 17/01/2025
Issue date: 18/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.85
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -0.34
Time value: 0.82
Break-even: 84.20
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.53
Theta: -0.03
Omega: 4.65
Rho: 0.14
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.00%
1 Month  
+80.49%
3 Months  
+89.74%
YTD  
+146.67%
1 Year  
+7.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.500
1M High / 1M Low: 0.740 0.370
6M High / 6M Low: 0.920 0.073
High (YTD): 03/06/2024 0.920
Low (YTD): 05/03/2024 0.073
52W High: 03/06/2024 0.920
52W Low: 05/03/2024 0.073
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   0.358
Avg. volume 1Y:   0.000
Volatility 1M:   237.91%
Volatility 6M:   208.90%
Volatility 1Y:   187.52%
Volatility 3Y:   -