JP Morgan Call 84 NEE 16.01.2026
/ DE000JK560F0
JP Morgan Call 84 NEE 16.01.2026/ DE000JK560F0 /
11/09/2024 13:42:10 |
Chg.+0.12 |
Bid21:56:07 |
Ask21:56:07 |
Underlying |
Strike price |
Expiration date |
Option type |
1.14EUR |
+11.76% |
1.17 Bid Size: 30,000 |
1.20 Ask Size: 30,000 |
NextEra Energy Inc |
84.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK560F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
-0.15 |
Time value: |
1.03 |
Break-even: |
86.48 |
Moneyness: |
0.98 |
Premium: |
0.16 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
2.73% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
4.34 |
Rho: |
0.46 |
Quote data
Open: |
1.14 |
High: |
1.14 |
Low: |
1.14 |
Previous Close: |
1.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.28% |
1 Month |
|
|
+29.55% |
3 Months |
|
|
+25.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.02 |
0.94 |
1M High / 1M Low: |
1.02 |
0.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |