JP Morgan Call 80 NRG 16.05.2025
/ DE000JT2PT12
JP Morgan Call 80 NRG 16.05.2025/ DE000JT2PT12 /
| 08/11/2024 10:01:57 |
Chg.+0.53 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+26.50% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
80.00 USD |
16/05/2025 |
Call |
Master data
| WKN: |
JT2PT1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
1.51 |
| Time value: |
0.61 |
| Break-even: |
95.82 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
3.65% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
3.27 |
| Rho: |
0.25 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.02% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+78.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.47 |
| 1M High / 1M Low: |
2.53 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
