JP Morgan Call 90 NRG 20.06.2025
/ DE000JT21UB8
JP Morgan Call 90 NRG 20.06.2025/ DE000JT21UB8 /
| 2024-11-12 9:46:30 AM |
Chg.-0.10 |
Bid9:39:24 PM |
Ask9:39:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-5.68% |
1.54
Bid Size: 75,000 |
1.56
Ask Size: 75,000 |
NRG Energy Inc |
90.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JT21UB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
0.40 |
| Time value: |
1.24 |
| Break-even: |
100.81 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.08 |
| Spread %: |
4.79% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
3.46 |
| Rho: |
0.24 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.42% |
| 1 Month |
|
|
+27.69% |
| 3 Months |
|
|
+31.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.39 |
| 1M High / 1M Low: |
2.07 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
