JP Morgan Put 60 NRG 20.09.2024
/ DE000JK5QXR7
JP Morgan Put 60 NRG 20.09.2024/ DE000JK5QXR7 /
| 2024-06-10 11:59:08 AM |
Chg.0.000 |
Bid4:06:46 PM |
Ask4:06:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.210
Bid Size: 50,000 |
0.230
Ask Size: 50,000 |
NRG Energy Inc |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK5QXR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.25 |
| Parity: |
-1.66 |
| Time value: |
0.28 |
| Break-even: |
52.86 |
| Moneyness: |
0.77 |
| Premium: |
0.27 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.05 |
| Spread %: |
21.74% |
| Delta: |
-0.17 |
| Theta: |
-0.03 |
| Omega: |
-4.45 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
-66.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.150 |
| 1M High / 1M Low: |
0.230 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
