JP Morgan Call 84 NEE 18.10.2024
/ DE000JB998H9
JP Morgan Call 84 NEE 18.10.2024/ DE000JB998H9 /
| 10/11/2024 2:48:51 PM |
Chg.-0.018 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-37.50% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
84.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JB998H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
155.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.05 |
| Break-even: |
77.30 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
6.02 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
0.27 |
| Theta: |
-0.08 |
| Omega: |
41.97 |
| Rho: |
0.00 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.25% |
| 1 Month |
|
|
-88.00% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.030 |
| 1M High / 1M Low: |
0.300 |
0.030 |
| 6M High / 6M Low: |
0.370 |
0.030 |
| High (YTD): |
6/3/2024 |
0.370 |
| Low (YTD): |
3/5/2024 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.78% |
| Volatility 6M: |
|
350.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
