JP Morgan Call 86 NEE 20.09.2024
/ DE000JK977Q3
JP Morgan Call 86 NEE 20.09.2024/ DE000JK977Q3 /
| 2024-08-02 10:03:27 AM |
Chg.- |
Bid5:22:52 PM |
Ask5:22:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
- |
0.094
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
NextEra Energy Inc |
86.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK977Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
66.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.62 |
| Time value: |
0.11 |
| Break-even: |
79.92 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
16.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+131.03% |
| 1 Month |
|
|
+139.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.026 |
| 1M High / 1M Low: |
0.067 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
568.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
