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JP Morgan Call 92 NEE 17.01.2025/  DE000JL1BX51  /

EUWAX
7/16/2024  10:39:03 AM Chg.- Bid9:43:03 AM Ask9:43:03 AM Underlying Strike price Expiration date Option type
0.077EUR - 0.079
Bid Size: 15,000		 0.094
Ask Size: 15,000		 NextEra Energy Inc 92.00 - 1/17/2025 Call
 

Master data

WKN: JL1BX5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.95
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -2.60
Time value: 0.10
Break-even: 93.00
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 16.28%
Delta: 0.13
Theta: -0.01
Omega: 8.72
Rho: 0.04
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.32%
1 Month
  -30.00%
3 Months  
+120.00%
YTD
  -19.79%
1 Year
  -78.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.076
1M High / 1M Low: 0.120 0.055
6M High / 6M Low: 0.300 0.015
High (YTD): 6/3/2024 0.300
Low (YTD): 3/5/2024 0.015
52W High: 7/24/2023 0.420
52W Low: 3/5/2024 0.015
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.117
Avg. volume 1Y:   0.000
Volatility 1M:   368.33%
Volatility 6M:   250.33%
Volatility 1Y:   222.77%
Volatility 3Y:   -