JP Morgan Put 66 NRG 19.07.2024
/ DE000JK42NB8
JP Morgan Put 66 NRG 19.07.2024/ DE000JK42NB8 /
| 2024-05-28 9:28:56 AM |
Chg.-0.004 |
Bid5:33:29 PM |
Ask5:33:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-5.88% |
0.074
Bid Size: 30,000 |
0.089
Ask Size: 30,000 |
NRG Energy Inc |
66.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK42NB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.24 |
| Parity: |
-1.84 |
| Time value: |
0.17 |
| Break-even: |
59.07 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
3.90 |
| Spread abs.: |
0.10 |
| Spread %: |
153.73% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-6.25 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.02% |
| 1 Month |
|
|
-82.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.068 |
| 1M High / 1M Low: |
0.360 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
