JP Morgan Put 82 NRG 20.09.2024
/ DE000JK9GV86
JP Morgan Put 82 NRG 20.09.2024/ DE000JK9GV86 /
| 11/06/2024 08:39:46 |
Chg.-0.09 |
Bid12:42:50 |
Ask12:42:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-8.26% |
1.02
Bid Size: 5,000 |
1.05
Ask Size: 5,000 |
NRG Energy Inc |
82.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK9GV8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.25 |
| Parity: |
0.19 |
| Time value: |
0.85 |
| Break-even: |
65.78 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
-0.45 |
| Theta: |
-0.04 |
| Omega: |
-3.23 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.90 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
