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: |
|
- |
