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JP Morgan Call 84 NEE 17.01.2025/  DE000JL1ABA1  /

EUWAX
8/5/2024  10:02:12 AM Chg.- Bid9:32:07 AM Ask9:32:07 AM Underlying Strike price Expiration date Option type
0.330EUR - 0.410
Bid Size: 30,000		 0.430
Ask Size: 30,000		 NextEra Energy Inc 84.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.78
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -1.14
Time value: 0.46
Break-even: 88.60
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.38
Theta: -0.03
Omega: 5.93
Rho: 0.10
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+83.33%
3 Months  
+83.33%
YTD  
+94.12%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.240
1M High / 1M Low: 0.350 0.170
6M High / 6M Low: 0.540 0.033
High (YTD): 6/3/2024 0.540
Low (YTD): 3/5/2024 0.033
52W High: 6/3/2024 0.540
52W Low: 3/5/2024 0.033
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   248.56%
Volatility 6M:   226.40%
Volatility 1Y:   206.71%
Volatility 3Y:   -