JP Morgan Put 82 NRG 19.07.2024
/ DE000JK80BJ6
JP Morgan Put 82 NRG 19.07.2024/ DE000JK80BJ6 /
| 6/10/2024 8:36:58 AM |
Chg.-0.020 |
Bid9:40:18 PM |
Ask9:40:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-2.63% |
0.650
Bid Size: 75,000 |
0.660
Ask Size: 75,000 |
NRG Energy Inc |
82.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
JK80BJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.25 |
| Parity: |
0.38 |
| Time value: |
0.33 |
| Break-even: |
68.93 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
-0.57 |
| Theta: |
-0.06 |
| Omega: |
-5.78 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.85% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.580 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
