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JP Morgan Call 90 NEE 17.01.2025/  DE000JL1ABD5  /

EUWAX
7/10/2024  10:39:36 AM Chg.-0.004 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.095EUR -4.04% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 90.00 - 1/17/2025 Call
 

Master data

WKN: JL1ABD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.33
Time value: 0.11
Break-even: 91.10
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 14.58%
Delta: 0.15
Theta: -0.01
Omega: 8.94
Rho: 0.05
 

Quote data

Open: 0.095
High: 0.095
Low: 0.095
Previous Close: 0.099
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.25%
1 Month
  -54.76%
3 Months  
+35.71%
YTD
  -13.64%
1 Year
  -72.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.079
1M High / 1M Low: 0.250 0.071
6M High / 6M Low: 0.350 0.018
High (YTD): 6/3/2024 0.350
Low (YTD): 3/5/2024 0.018
52W High: 7/24/2023 0.480
52W Low: 3/5/2024 0.018
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   0.142
Avg. volume 1Y:   0.000
Volatility 1M:   354.16%
Volatility 6M:   234.71%
Volatility 1Y:   208.70%
Volatility 3Y:   -