JP Morgan Call 110 NRG 16.01.2026
/ DE000JK6ZJU9
JP Morgan Call 110 NRG 16.01.2026/ DE000JK6ZJU9 /
| 07/10/2024 11:16:58 |
Chg.+0.10 |
Bid12:37:07 |
Ask12:37:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+6.41% |
1.62
Bid Size: 5,000 |
1.77
Ask Size: 5,000 |
NRG Energy Inc |
110.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK6ZJU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
-1.34 |
| Time value: |
1.67 |
| Break-even: |
116.95 |
| Moneyness: |
0.87 |
| Premium: |
0.35 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.18 |
| Spread %: |
12.27% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.39 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.29% |
| 1 Month |
|
|
+90.80% |
| 3 Months |
|
|
+32.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.38 |
| 1M High / 1M Low: |
1.69 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
