JP Morgan Put 40 NRG 17.01.2025
/ DE000JB2N4Y8
JP Morgan Put 40 NRG 17.01.2025/ DE000JB2N4Y8 /
| 2024-05-17 8:55:42 AM |
Chg.+0.012 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+24.00% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
40.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB2N4Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.23 |
| Parity: |
-3.89 |
| Time value: |
0.21 |
| Break-even: |
34.70 |
| Moneyness: |
0.49 |
| Premium: |
0.54 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.15 |
| Spread %: |
233.33% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-2.57 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.91% |
| 1 Month |
|
|
-55.71% |
| 3 Months |
|
|
-79.33% |
| YTD |
|
|
-81.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.050 |
| 1M High / 1M Low: |
0.140 |
0.047 |
| 6M High / 6M Low: |
0.480 |
0.047 |
| High (YTD): |
2024-01-18 |
0.350 |
| Low (YTD): |
2024-05-10 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.53% |
| Volatility 6M: |
|
121.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
