JP Morgan Put 76 NRG 19.07.2024
/ DE000JK7JAT2
JP Morgan Put 76 NRG 19.07.2024/ DE000JK7JAT2 /
| 2024-06-11 12:46:26 PM |
Chg.-0.070 |
Bid6:07:55 PM |
Ask6:07:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-15.91% |
0.340
Bid Size: 75,000 |
0.350
Ask Size: 75,000 |
NRG Energy Inc |
76.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK7JAT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
-0.37 |
| Time value: |
0.36 |
| Break-even: |
66.99 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
-0.35 |
| Theta: |
-0.06 |
| Omega: |
-7.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.78% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.450 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
