JP Morgan Put 74 NRG 17.01.2025
/ DE000JT1UL55
JP Morgan Put 74 NRG 17.01.2025/ DE000JT1UL55 /
| 7/26/2024 8:36:59 AM |
Chg.+0.03 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+3.09% |
-
Bid Size: - |
-
Ask Size: - |
NRG Energy Inc |
74.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT1UL5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NRG Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 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: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
0.03 |
| Time value: |
1.00 |
| Break-even: |
57.87 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
5.10% |
| Delta: |
-0.41 |
| Theta: |
-0.03 |
| Omega: |
-2.69 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.96% |
| 1 Month |
|
|
+6.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.89 |
| 1M High / 1M Low: |
1.05 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
