JP Morgan Put 60 NRG 19.07.2024
/ DE000JK35BK8
JP Morgan Put 60 NRG 19.07.2024/ DE000JK35BK8 /
| 10/06/2024 11:57:24 |
Chg.-0.006 |
Bid17:20:08 |
Ask17:20:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-7.59% |
0.055
Bid Size: 30,000 |
0.070
Ask Size: 30,000 |
NRG Energy Inc |
60.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JK35BK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-64.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.25 |
| Parity: |
-1.66 |
| Time value: |
0.11 |
| Break-even: |
54.55 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
6.78 |
| Spread abs.: |
0.04 |
| Spread %: |
66.67% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-7.47 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.74% |
| 1 Month |
|
|
+43.14% |
| 3 Months |
|
|
-86.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.041 |
| 1M High / 1M Low: |
0.083 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
