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JP Morgan Call 80 NEE 17.01.2025/  DE000JL1AB82  /

EUWAX
11/09/2024  10:36:37 Chg.+0.120 Bid18:06:19 Ask18:06:19 Underlying Strike price Expiration date Option type
0.740EUR +19.35% 0.750
Bid Size: 125,000		 0.760
Ask Size: 125,000		 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: 10.37
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.27
Parity: -0.53
Time value: 0.72
Break-even: 87.20
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.49
Theta: -0.04
Omega: 5.03
Rho: 0.10
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.55%
1 Month  
+42.31%
3 Months  
+34.55%
YTD  
+221.74%
1 Year  
+72.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.640 0.440
6M High / 6M Low: 0.710 0.072
High (YTD): 03/06/2024 0.710
Low (YTD): 05/03/2024 0.063
52W High: 03/06/2024 0.710
52W Low: 05/03/2024 0.063
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   110.12%
Volatility 6M:   198.37%
Volatility 1Y:   192.23%
Volatility 3Y:   -