JP Morgan Call 85 NRG 20.12.2024
/ DE000JK8JYG7
JP Morgan Call 85 NRG 20.12.2024/ DE000JK8JYG7 /
| 2024-06-10 12:11:45 PM |
Chg.-0.02 |
Bid12:35:02 PM |
Ask12:35:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-1.96% |
1.01
Bid Size: 5,000 |
1.05
Ask Size: 5,000 |
NRG Energy Inc |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK8JYG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.25 |
| Parity: |
-0.66 |
| Time value: |
1.06 |
| Break-even: |
89.46 |
| Moneyness: |
0.92 |
| Premium: |
0.24 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
3.58 |
| Rho: |
0.14 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-21.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.94 |
| 1M High / 1M Low: |
1.43 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
