OverviewChartNewsTraderScreen

JP Morgan Call 82 NEE 17.01.2025/  DE000JL1AB90  /

EUWAX
8/5/2024  10:02:12 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 82.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.44
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -0.94
Time value: 0.54
Break-even: 87.40
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.41
Theta: -0.03
Omega: 5.57
Rho: 0.11
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+81.82%
3 Months  
+81.82%
YTD  
+100.00%
1 Year
  -18.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.300
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 0.620 0.040
High (YTD): 6/3/2024 0.620
Low (YTD): 3/5/2024 0.040
52W High: 6/3/2024 0.620
52W Low: 3/5/2024 0.040
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   0.000
Volatility 1M:   236.19%
Volatility 6M:   218.96%
Volatility 1Y:   201.22%
Volatility 3Y:   -