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JP Morgan Call 92 NEE 17.01.2025/  DE000JL1BX51  /

EUWAX
2024-06-28  10:31:25 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
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: 75.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.59
Time value: 0.09
Break-even: 92.88
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.85
Spread abs.: 0.02
Spread %: 20.55%
Delta: 0.12
Theta: -0.01
Omega: 9.23
Rho: 0.04
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -47.62%
3 Months  
+168.29%
YTD  
+14.58%
1 Year
  -68.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.098
1M High / 1M Low: 0.300 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:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   361.36%
Volatility 6M:   234.44%
Volatility 1Y:   212.51%
Volatility 3Y:   -