JP Morgan Put 60 NRG 16.05.2025
/ DE000JT2PSW7
JP Morgan Put 60 NRG 16.05.2025/ DE000JT2PSW7 /
| 07/10/2024 09:54:55 |
Chg.-0.020 |
Bid10:04:02 |
Ask10:04:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.220
Bid Size: 1,000 |
0.370
Ask Size: 1,000 |
NRG Energy Inc |
60.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
JT2PSW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 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: |
-23.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.29 |
| Parity: |
-3.22 |
| Time value: |
0.37 |
| Break-even: |
50.99 |
| Moneyness: |
0.63 |
| Premium: |
0.41 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.15 |
| Spread %: |
68.18% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-2.88 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-52.17% |
| 3 Months |
|
|
-64.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.240 |
| 1M High / 1M Low: |
0.510 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
