JP Morgan Put 72 NRG 17.05.2024
/ DE000JK540B1
JP Morgan Put 72 NRG 17.05.2024/ DE000JK540B1 /
| 2024-05-07 9:44:46 AM |
Chg.-0.020 |
Bid11:13:19 AM |
Ask11:13:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.110
Bid Size: 3,000 |
0.150
Ask Size: 3,000 |
NRG Energy Inc |
72.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK540B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.23 |
| Parity: |
-0.55 |
| Time value: |
0.16 |
| Break-even: |
65.25 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
29.08 |
| Spread abs.: |
0.04 |
| Spread %: |
33.33% |
| Delta: |
-0.26 |
| Theta: |
-0.15 |
| Omega: |
-11.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.71% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.130 |
| 1M High / 1M Low: |
0.610 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
