JP Morgan Put 75 NRG 20.09.2024
/ DE000JK6E718
JP Morgan Put 75 NRG 20.09.2024/ DE000JK6E718 /
| 2024-06-11 12:43:48 PM |
Chg.-0.060 |
Bid6:14:33 PM |
Ask6:14:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-8.11% |
0.660
Bid Size: 75,000 |
0.670
Ask Size: 75,000 |
NRG Energy Inc |
75.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK6E71 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.25 |
| Parity: |
-0.46 |
| Time value: |
0.71 |
| Break-even: |
62.58 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
-0.35 |
| Theta: |
-0.04 |
| Omega: |
-3.65 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.580 |
| 1M High / 1M Low: |
0.740 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
