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JP Morgan Call 88 NEE 17.01.2025/  DE000JL1ABC7  /

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
0.230EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 88.00 - 2025-01-17 Call
 

Master data

WKN: JL1ABC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 88.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.35
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -1.54
Time value: 0.34
Break-even: 91.40
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.31
Theta: -0.02
Omega: 6.54
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+91.67%
3 Months  
+91.67%
YTD  
+76.92%
1 Year
  -32.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: 0.400 0.022
High (YTD): 2024-06-03 0.400
Low (YTD): 2024-03-05 0.022
52W High: 2024-06-03 0.400
52W Low: 2024-03-05 0.022
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   264.46%
Volatility 6M:   240.69%
Volatility 1Y:   216.76%
Volatility 3Y:   -