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JP Morgan Call 84 NEE 17.01.2025/  DE000JL1ABA1  /

EUWAX
2024-07-10  10:39:35 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 84.00 - 2025-01-17 Call
 

Master data

WKN: JL1ABA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.10
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.73
Time value: 0.19
Break-even: 85.90
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.23
Theta: -0.01
Omega: 7.96
Rho: 0.07
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -48.57%
3 Months  
+50.00%
YTD  
+5.88%
1 Year
  -64.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.410 0.140
6M High / 6M Low: 0.540 0.033
High (YTD): 2024-06-03 0.540
Low (YTD): 2024-03-05 0.033
52W High: 2023-07-24 0.670
52W Low: 2024-03-05 0.033
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.220
Avg. volume 1Y:   0.000
Volatility 1M:   314.69%
Volatility 6M:   216.58%
Volatility 1Y:   196.91%
Volatility 3Y:   -