JP Morgan Put 58 NRG 21.06.2024
/ DE000JK4REN7
JP Morgan Put 58 NRG 21.06.2024/ DE000JK4REN7 /
| 2024-06-10 11:54:49 AM |
Chg.-0.004 |
Bid3:37:50 PM |
Ask3:37:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-25.00% |
0.008
Bid Size: 15,000 |
0.038
Ask Size: 15,000 |
NRG Energy Inc |
58.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK4REN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-87.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.25 |
| Parity: |
-1.85 |
| Time value: |
0.08 |
| Break-even: |
52.98 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
538.46% |
| Delta: |
-0.09 |
| Theta: |
-0.13 |
| Omega: |
-7.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.016 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-97.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.007 |
| 1M High / 1M Low: |
0.026 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
749.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
