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JP Morgan Call 92 NEE 17.01.2025/  DE000JL1BX51  /

EUWAX
2024-07-10  10:39:40 AM Chg.-0.004 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.076EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 92.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.53
Time value: 0.09
Break-even: 92.92
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 0.88
Spread abs.: 0.02
Spread %: 19.48%
Delta: 0.13
Theta: -0.01
Omega: 9.23
Rho: 0.04
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month
  -57.78%
3 Months  
+33.33%
YTD
  -20.83%
1 Year
  -75.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.064
1M High / 1M Low: 0.210 0.055
6M High / 6M Low: 0.300 0.015
High (YTD): 2024-06-03 0.300
Low (YTD): 2024-03-05 0.015
52W High: 2023-07-24 0.420
52W Low: 2024-03-05 0.015
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.122
Avg. volume 1Y:   0.000
Volatility 1M:   369.12%
Volatility 6M:   243.02%
Volatility 1Y:   216.22%
Volatility 3Y:   -