JP Morgan Put 55 NRG 21.06.2024
/ DE000JK0JF90
JP Morgan Put 55 NRG 21.06.2024/ DE000JK0JF90 /
5/17/2024 8:44:55 AM |
Chg.+0.009 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+75.00% |
- Bid Size: - |
- Ask Size: - |
NRG Energy Inc |
55.00 USD |
6/21/2024 |
Put |
Master data
WKN: |
JK0JF9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NRG Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-85.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.03 |
Historic volatility: |
0.23 |
Parity: |
-2.51 |
Time value: |
0.09 |
Break-even: |
49.71 |
Moneyness: |
0.67 |
Premium: |
0.34 |
Premium p.a.: |
22.80 |
Spread abs.: |
0.07 |
Spread %: |
368.42% |
Delta: |
-0.07 |
Theta: |
-0.05 |
Omega: |
-6.25 |
Rho: |
-0.01 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.012 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+75.00% |
1 Month |
|
|
-79.00% |
3 Months |
|
|
-96.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.012 |
1M High / 1M Low: |
0.100 |
0.012 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
465.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |