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JP Morgan Call 82 NEE 17.01.2025/  DE000JL1AB90  /

EUWAX
10/07/2024  10:39:35 Chg.-0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.220EUR -4.35% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 82.00 - 17/01/2025 Call
 

Master data

WKN: JL1AB9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.79
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -1.53
Time value: 0.24
Break-even: 84.40
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.27
Theta: -0.02
Omega: 7.40
Rho: 0.08
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -46.34%
3 Months  
+46.67%
YTD  
+10.00%
1 Year
  -62.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.480 0.170
6M High / 6M Low: 0.620 0.040
High (YTD): 03/06/2024 0.620
Low (YTD): 05/03/2024 0.040
52W High: 24/07/2023 0.750
52W Low: 05/03/2024 0.040
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.254
Avg. volume 1Y:   0.000
Volatility 1M:   304.38%
Volatility 6M:   211.49%
Volatility 1Y:   192.47%
Volatility 3Y:   -