JP Morgan Call 75 NRG 21.03.2025
/ DE000JT482X1
JP Morgan Call 75 NRG 21.03.2025/ DE000JT482X1 /
30/08/2024 08:56:04 |
Chg.- |
Bid19:56:10 |
Ask19:56:10 |
Underlying |
Strike price |
Expiration date |
Option type |
1.55EUR |
- |
1.66 Bid Size: 3,000 |
1.76 Ask Size: 3,000 |
NRG Energy Inc |
75.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
JT482X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NRG Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
23/07/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.56 |
Historic volatility: |
0.28 |
Parity: |
0.91 |
Time value: |
0.86 |
Break-even: |
85.61 |
Moneyness: |
1.13 |
Premium: |
0.11 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.07 |
Spread %: |
4.12% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
3.09 |
Rho: |
0.20 |
Quote data
Open: |
1.55 |
High: |
1.55 |
Low: |
1.55 |
Previous Close: |
1.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.32% |
1 Month |
|
|
+32.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.64 |
1.42 |
1M High / 1M Low: |
1.67 |
0.98 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |