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JP Morgan Call 68 NEE 21.06.2024/  DE000JS9QVS3  /

EUWAX
2024-05-30  10:13:18 AM Chg.- Bid4:26:06 PM Ask4:26:06 PM Underlying Strike price Expiration date Option type
0.760EUR - -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 68.00 - 2024-06-21 Call
 

Master data

WKN: JS9QVS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2023-03-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.70
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.57
Implied volatility: 0.64
Historic volatility: 0.26
Parity: 0.57
Time value: 0.19
Break-even: 75.60
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.66
Spread abs.: -0.03
Spread %: -3.80%
Delta: 0.74
Theta: -0.10
Omega: 7.21
Rho: 0.02
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+162.07%
3 Months  
+2011.11%
YTD  
+245.45%
1 Year
  -38.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.760
1M High / 1M Low: 0.850 0.290
6M High / 6M Low: 0.850 0.032
High (YTD): 2024-05-29 0.850
Low (YTD): 2024-03-05 0.032
52W High: 2023-06-16 1.260
52W Low: 2024-03-05 0.032
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   2.683
Avg. price 1Y:   0.431
Avg. volume 1Y:   1.304
Volatility 1M:   187.34%
Volatility 6M:   265.25%
Volatility 1Y:   228.21%
Volatility 3Y:   -