JP Morgan Put 40 NRG 17.01.2025
/ DE000JB2N4Y8
JP Morgan Put 40 NRG 17.01.2025/ DE000JB2N4Y8 /
| 11/06/2024 09:09:25 |
Chg.-0.005 |
Bid09:10:28 |
Ask09:10:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-5.00% |
0.096
Bid Size: 1,000 |
0.200
Ask Size: 1,000 |
NRG Energy Inc |
40.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB2N4Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
12/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.25 |
| Parity: |
-3.52 |
| Time value: |
0.19 |
| Break-even: |
35.25 |
| Moneyness: |
0.51 |
| Premium: |
0.51 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.09 |
| Spread %: |
100.00% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-2.87 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+102.13% |
| 3 Months |
|
|
-52.50% |
| YTD |
|
|
-72.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.069 |
| 1M High / 1M Low: |
0.100 |
0.048 |
| 6M High / 6M Low: |
0.440 |
0.047 |
| High (YTD): |
18/01/2024 |
0.350 |
| Low (YTD): |
10/05/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.21% |
| Volatility 6M: |
|
155.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
