JP Morgan Put 48 NRG 20.09.2024
/ DE000JK3DUX4
JP Morgan Put 48 NRG 20.09.2024/ DE000JK3DUX4 /
| 11/06/2024 10:14:19 |
Chg.-0.006 |
Bid11/06/2024 |
Ask11/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-11.32% |
0.047
Bid Size: 1,000 |
0.120
Ask Size: 1,000 |
NRG Energy Inc |
48.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK3DUX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.25 |
| Parity: |
-2.97 |
| Time value: |
0.11 |
| Break-even: |
43.48 |
| Moneyness: |
0.60 |
| Premium: |
0.41 |
| Premium p.a.: |
2.50 |
| Spread abs.: |
0.07 |
| Spread %: |
155.32% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-4.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
+95.83% |
| 3 Months |
|
|
-81.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.029 |
| 1M High / 1M Low: |
0.053 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
474.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
