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JP Morgan Call 74 NEE 21.06.2024/  DE000JS6D2R8  /

EUWAX
03/06/2024  08:34:42 Chg.+0.170 Bid19:20:20 Ask19:20:20 Underlying Strike price Expiration date Option type
0.600EUR +39.53% 0.430
Bid Size: 125,000		 0.440
Ask Size: 125,000		 NextEra Energy Inc 74.00 - 21/06/2024 Call
 

Master data

WKN: JS6D2R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 21/06/2024
Issue date: 31/01/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.26
Parity: -0.03
Time value: 0.61
Break-even: 80.10
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 4.36
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.54
Theta: -0.17
Omega: 6.51
Rho: 0.02
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+659.49%
3 Months  
+5354.55%
YTD  
+500.00%
1 Year
  -30.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.290
1M High / 1M Low: 0.430 0.079
6M High / 6M Low: 0.430 0.010
High (YTD): 31/05/2024 0.430
Low (YTD): 05/03/2024 0.010
52W High: 16/06/2023 0.930
52W Low: 05/03/2024 0.010
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   0.254
Avg. volume 1Y:   0.000
Volatility 1M:   361.81%
Volatility 6M:   345.31%
Volatility 1Y:   285.40%
Volatility 3Y:   -