JP Morgan Put 50 NRG 16.01.2026
/ DE000JK7R0T8
JP Morgan Put 50 NRG 16.01.2026/ DE000JK7R0T8 /
| 6/10/2024 9:18:07 AM |
Chg.+0.010 |
Bid12:35:02 PM |
Ask12:35:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.630
Bid Size: 5,000 |
0.780
Ask Size: 5,000 |
NRG Energy Inc |
50.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK7R0T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.25 |
| Parity: |
-2.59 |
| Time value: |
0.76 |
| Break-even: |
38.78 |
| Moneyness: |
0.64 |
| Premium: |
0.46 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.19 |
| Spread %: |
32.26% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-1.47 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+34.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.540 |
| 1M High / 1M Low: |
0.620 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
