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JP Morgan Call 80 NEE 17.01.2025/  DE000JL1AB82  /

EUWAX
15/11/2024  10:31:16 Chg.+0.020 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 80.00 - 17/01/2025 Call
 

Master data

WKN: JL1AB8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.17
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.75
Time value: 0.19
Break-even: 81.90
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.30
Theta: -0.03
Omega: 11.28
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -65.91%
YTD
  -34.78%
1 Year
  -6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.760 0.120
6M High / 6M Low: 0.840 0.120
High (YTD): 03/10/2024 0.840
Low (YTD): 05/03/2024 0.063
52W High: 03/10/2024 0.840
52W Low: 05/03/2024 0.063
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.331
Avg. volume 1Y:   0.000
Volatility 1M:   308.09%
Volatility 6M:   217.50%
Volatility 1Y:   192.38%
Volatility 3Y:   -