OverviewChartNewsTraderScreen

JP Morgan Call 86 NEE 17.01.2025/  DE000JL1ABB9  /

EUWAX
2024-08-05  10:02:12 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 86.00 - 2025-01-17 Call
 

Master data

WKN: JL1ABB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 86.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.15
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -1.34
Time value: 0.40
Break-even: 90.00
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.34
Theta: -0.02
Omega: 6.20
Rho: 0.09
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+86.67%
3 Months  
+86.67%
YTD  
+86.67%
1 Year
  -28.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.200
1M High / 1M Low: 0.290 0.130
6M High / 6M Low: 0.470 0.027
High (YTD): 2024-06-03 0.470
Low (YTD): 2024-03-05 0.027
52W High: 2024-06-03 0.470
52W Low: 2024-03-05 0.027
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   267.18%
Volatility 6M:   239.95%
Volatility 1Y:   214.88%
Volatility 3Y:   -