JP Morgan Put 70 NRG 16.01.2026
/ DE000JK7R0Z5
JP Morgan Put 70 NRG 16.01.2026/ DE000JK7R0Z5 /
02/09/2024 09:02:35 |
Chg.-0.04 |
Bid19:56:10 |
Ask19:56:10 |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-3.64% |
1.05 Bid Size: 3,000 |
1.35 Ask Size: 3,000 |
NRG Energy Inc |
70.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK7R0Z |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NRG Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.28 |
Parity: |
-1.36 |
Time value: |
1.12 |
Break-even: |
52.15 |
Moneyness: |
0.82 |
Premium: |
0.32 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.18 |
Spread %: |
19.23% |
Delta: |
-0.24 |
Theta: |
-0.01 |
Omega: |
-1.66 |
Rho: |
-0.41 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.50% |
1 Month |
|
|
-26.39% |
3 Months |
|
|
-8.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
1.10 |
1M High / 1M Low: |
1.65 |
1.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |