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JP Morgan Call 90 NEE 17.01.2025/  DE000JL1ABD5  /

EUWAX
11/09/2024  10:36:38 Chg.+0.070 Bid16:41:42 Ask16:41:42 Underlying Strike price Expiration date Option type
0.310EUR +29.17% 0.290
Bid Size: 125,000		 0.300
Ask Size: 125,000		 NextEra Energy Inc 90.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.09
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.27
Parity: -1.53
Time value: 0.31
Break-even: 93.10
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.29
Theta: -0.03
Omega: 7.03
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.00%
1 Month  
+40.91%
3 Months  
+24.00%
YTD  
+181.82%
1 Year  
+34.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.350 0.027
High (YTD): 03/06/2024 0.350
Low (YTD): 05/03/2024 0.018
52W High: 03/06/2024 0.350
52W Low: 05/03/2024 0.018
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.114
Avg. volume 1Y:   0.000
Volatility 1M:   148.91%
Volatility 6M:   243.69%
Volatility 1Y:   226.71%
Volatility 3Y:   -