JP Morgan Call 120 NRG 19.12.2025
/ DE000JK51KQ3
JP Morgan Call 120 NRG 19.12.2025/ DE000JK51KQ3 /
| 10/06/2024 08:46:34 |
Chg.+0.030 |
Bid22:00:47 |
Ask22:00:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+3.26% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
120.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
JK51KQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
-3.91 |
| Time value: |
1.15 |
| Break-even: |
122.83 |
| Moneyness: |
0.65 |
| Premium: |
0.70 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.20 |
| Spread %: |
21.05% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
2.73 |
| Rho: |
0.30 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-4.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.860 |
| 1M High / 1M Low: |
1.240 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
