JP Morgan Put 50 NRG 20.09.2024
/ DE000JK070V7
JP Morgan Put 50 NRG 20.09.2024/ DE000JK070V7 /
| 6/11/2024 12:36:22 PM |
Chg.-0.009 |
Bid2:39:42 PM |
Ask2:39:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-12.50% |
0.063
Bid Size: 2,000 |
0.110
Ask Size: 2,000 |
NRG Energy Inc |
50.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK070V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.25 |
| Parity: |
-2.78 |
| Time value: |
0.12 |
| Break-even: |
45.25 |
| Moneyness: |
0.63 |
| Premium: |
0.39 |
| Premium p.a.: |
2.30 |
| Spread abs.: |
0.06 |
| Spread %: |
106.35% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-4.79 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+85.29% |
| 3 Months |
|
|
-78.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.039 |
| 1M High / 1M Low: |
0.072 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
