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: |
|
- |
