JP Morgan Put 60 NRG 16.01.2026
/ DE000JK7R0V4
JP Morgan Put 60 NRG 16.01.2026/ DE000JK7R0V4 /
| 11/8/2024 9:18:17 AM |
Chg.-0.110 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-21.57% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
60.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK7R0V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.31 |
| Parity: |
-3.37 |
| Time value: |
0.64 |
| Break-even: |
49.58 |
| Moneyness: |
0.62 |
| Premium: |
0.45 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.20 |
| Spread %: |
45.45% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-1.97 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-25.93% |
| 3 Months |
|
|
-56.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.400 |
| 1M High / 1M Low: |
0.650 |
0.400 |
| 6M High / 6M Low: |
1.180 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.41% |
| Volatility 6M: |
|
97.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
