JP Morgan Put 50 NRG 17.01.2025
/ DE000JB9YRU0
JP Morgan Put 50 NRG 17.01.2025/ DE000JB9YRU0 /
2024-06-11 11:13:02 AM |
Chg.-0.010 |
Bid6:04:55 PM |
Ask6:04:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-4.17% |
0.220 Bid Size: 50,000 |
0.250 Ask Size: 50,000 |
NRG Energy Inc |
50.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JB9YRU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NRG Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-12-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.25 |
Parity: |
-2.78 |
Time value: |
0.31 |
Break-even: |
43.35 |
Moneyness: |
0.63 |
Premium: |
0.42 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.08 |
Spread %: |
34.78% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-2.88 |
Rho: |
-0.07 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.52% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
-46.51% |
YTD |
|
|
-66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.170 |
1M High / 1M Low: |
0.240 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
0.740 |
Low (YTD): |
2024-05-28 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |