JP Morgan Call 95 NRG 16.01.2026
/ DE000JK7R148
JP Morgan Call 95 NRG 16.01.2026/ DE000JK7R148 /
| 6/11/2024 9:23:38 AM |
Chg.+0.15 |
Bid4:32:19 PM |
Ask4:32:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+9.68% |
1.72
Bid Size: 75,000 |
1.77
Ask Size: 75,000 |
NRG Energy Inc |
95.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK7R14 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.25 |
| Parity: |
-1.40 |
| Time value: |
1.86 |
| Break-even: |
106.86 |
| Moneyness: |
0.84 |
| Premium: |
0.44 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
8.77% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
2.34 |
| Rho: |
0.40 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+2.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.48 |
| 1M High / 1M Low: |
2.00 |
1.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
