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JP Morgan Call 90 NEE 17.01.2025/  DE000JL1ABD5  /

EUWAX
11/15/2024  10:31:17 AM Chg.+0.004 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.023EUR +21.05% -
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: 181.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -1.75
Time value: 0.04
Break-even: 90.40
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 2.66
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.09
Theta: -0.01
Omega: 15.69
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -91.79%
3 Months
  -85.63%
YTD
  -79.09%
1 Year
  -69.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.017
1M High / 1M Low: 0.280 0.017
6M High / 6M Low: 0.350 0.017
High (YTD): 10/4/2024 0.350
Low (YTD): 11/13/2024 0.017
52W High: 10/4/2024 0.350
52W Low: 11/13/2024 0.017
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   378.64%
Volatility 6M:   279.50%
Volatility 1Y:   237.55%
Volatility 3Y:   -