JP Morgan Call 76 NEE/ DE000JT2FV10 /
2024-08-15 9:52:19 AM | Chg.- | Bid10:00:29 PM | Ask10:00:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.210EUR | - | - Bid Size: - |
- Ask Size: - |
NextEra Energy Inc | 76.00 USD | 2024-08-16 | Call |
Master data
WKN: | JT2FV1 |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 76.00 USD |
Maturity: | 2024-08-16 |
Issue date: | 2024-06-26 |
Last trading day: | 2024-08-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 33.73 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.18 |
Implied volatility: | 0.62 |
Historic volatility: | 0.27 |
Parity: | 0.18 |
Time value: | 0.03 |
Break-even: | 71.12 |
Moneyness: | 1.03 |
Premium: | 0.00 |
Premium p.a.: | 3.11 |
Spread abs.: | 0.01 |
Spread %: | 5.00% |
Delta: | 0.80 |
Theta: | -0.33 |
Omega: | 26.83 |
Rho: | 0.00 |
Quote data
Open: | 0.210 |
---|---|
High: | 0.210 |
Low: | 0.210 |
Previous Close: | 0.210 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.55% | ||
---|---|---|---|
1 Month | +135.96% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.220 | 0.200 |
---|---|---|
1M High / 1M Low: | 0.310 | 0.072 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.208 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.170 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 515.90% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |