JP MORGAN/CALL/NRG ENERGY/115/0.1/16.05.25

JP MORGAN/CALL/NRG ENERGY/115/0.1/16.05.25 Stock

DE000JT2PT87

Real-time Bid/Ask 05:03:54 2024-07-01 EDT
0.65 ^EUR / 0.75 ^EUR	+1.45%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Chart NRG ENERGY, INC

Chart JP MORGAN/CALL/NRG ENERGY/115/0.1/16.05.25

Latest news about NRG ENERGY, INC

NRG Applies to the Texas Energy Fund to Bring Essential Dispatchable Power to ERCOT	06-10	BU
Consolidated Edison Names Evergy Finance Chief Kirkland Andrews as CFO	06-10	MT
BMO Capital Adjusts Price Target on NRG Energy to $87 From $82	05-30	MT
Morgan Stanley Adjusts NRG Energy Price Target to $83 From $70, Keeps Equalweight Rating	05-28	MT

More news

Quotes 5-day view

Date	Price	Change
24-07-01	0.66	-4.35%
24-06-28	0.69	-1.43%
24-06-27	0.7	-18.60%
24-06-26	0.86	+1.18%
24-06-25	0.85	+10.39%

Delayed Quote Börse Stuttgart

Last update July 01, 2024 at 03:39 am

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Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	NRG ENERGY, INC
Issuer	J.P. Morgan
WKN	JT2PT8
ISIN	DE000JT2PT87
Date issued	2024-06-21
Strike	115 $
Maturity	2025-05-16 (320 Days)
Parity	10 : 1
Emission price	0.48 €
Emission volume	N/A
Settlement	Por diferencias
Currency	EUR

Technical Indicators

Highest since issue	0.86 €
Lowest since issue	0.66 €
Delta	0.35x
Omega	3.526
Premium	57.51x
Gearing	10.2x
Moneyness	0.6770
Difference Strike	37.14 $
Difference Strike %	+32.30%
Spread	0.1 €
Spread %	13.16%
Theoretical value	0.7000
Implied Volatility	58.76 %
Total Loss Probability	82.49 %
Intrinsic value	0.000000
Present value	0.7000
Break even	122.54 €
Theta	-0.02x
Vega	0.02x
Rho	0.02x

Company Profile

NRG Energy, Inc. specializes in producing and distributing electricity. Net sales break down by activity as follows: - production and sales of electricity (91.8%): as of the end of 2021, owned 25 power plants with a production capacity of 17,877 MW broken down into fossil and nuclear energy (17,658 MW) and renewable energy (219 MW); - other (8.2%).

Sector

More about the company

Ratings for NRG Energy, Inc

Trading Rating

Investor Rating

ESG Refinitiv

A-

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Consensus: NRG Energy, Inc

Sell

Buy

Mean consensus

OUTPERFORM

Number of Analysts

Last Close Price

77.86 USD

Average target price

83.53 USD

Spread / Average Target

+7.28%

Consensus