JP Morgan Put 75 NRG 20.09.2024
/ DE000JK6E718
JP Morgan Put 75 NRG 20.09.2024/ DE000JK6E718 /
| 2024-06-10 12:48:02 PM |
Chg.+0.020 |
Bid10:00:47 PM |
Ask10:00:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
-0.27 |
| Time value: |
0.71 |
| Break-even: |
62.53 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
-0.38 |
| Theta: |
-0.04 |
| Omega: |
-3.88 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.35% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.580 |
| 1M High / 1M Low: |
0.720 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
