JP Morgan Call 160 VLO/ DE000JK72PH7 /
| 5/30/2024 4:16:44 PM | Chg.- | Bid10:00:41 PM | Ask10:00:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.028EUR | - | - Bid Size: - |
- Ask Size: - |
Valero Energy Corpor... | 160.00 USD | 5/31/2024 | Call |
Master data
| WKN: | JK72PH |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Valero Energy Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 USD |
| Maturity: | 5/31/2024 |
| Issue date: | 5/6/2024 |
| Last trading day: | 5/30/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 103.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.25 |
| Parity: | -0.40 |
| Time value: | 0.14 |
| Break-even: | 149.52 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.09 |
| Spread %: | 167.86% |
| Delta: | 0.31 |
| Theta: | -1.29 |
| Omega: | 31.66 |
| Rho: | 0.00 |
Quote data
| Open: | 0.036 |
|---|---|
| High: | 0.036 |
| Low: | 0.028 |
| Previous Close: | 0.330 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -93.91% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.460 | 0.028 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.304 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
