JP Morgan Call 80 NRG 19.12.2025
/ DE000JK4HEL2
JP Morgan Call 80 NRG 19.12.2025/ DE000JK4HEL2 /
| 04/10/2024 09:07:01 |
Chg.+0.12 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+4.80% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
80.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
JK4HEL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
13/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.29 |
| Parity: |
1.40 |
| Time value: |
1.51 |
| Break-even: |
101.99 |
| Moneyness: |
1.19 |
| Premium: |
0.17 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.20 |
| Spread %: |
7.38% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.22 |
| Rho: |
0.43 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.17% |
| 1 Month |
|
|
+56.89% |
| 3 Months |
|
|
+27.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.39 |
| 1M High / 1M Low: |
2.76 |
1.60 |
| 6M High / 6M Low: |
2.76 |
1.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.09% |
| Volatility 6M: |
|
110.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
