JP Morgan Call 96 NRG 17.01.2025
/ DE000JT1WM11
JP Morgan Call 96 NRG 17.01.2025/ DE000JT1WM11 /
| 10/7/2024 8:40:47 AM |
Chg.+0.04 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
96.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT1WM1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/25/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
-0.06 |
| Time value: |
0.97 |
| Break-even: |
97.17 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
5.02 |
| Rho: |
0.11 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.46% |
| 1 Month |
|
|
+156.41% |
| 3 Months |
|
|
+40.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.800 |
| 1M High / 1M Low: |
1.100 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
