JP Morgan Call 70 NRG 16.01.2026
/ DE000JK7R0X0
JP Morgan Call 70 NRG 16.01.2026/ DE000JK7R0X0 /
| 31/05/2024 09:14:59 |
Chg.+0.12 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
+4.41% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
70.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK7R0X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
1.01 |
| Time value: |
1.71 |
| Break-even: |
91.73 |
| Moneyness: |
1.16 |
| Premium: |
0.23 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
5.84% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.04 |
| Rho: |
0.46 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.94% |
| 1 Month |
|
|
+38.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.72 |
| 1M High / 1M Low: |
3.01 |
1.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
