JP Morgan Call 165 VLO 20.06.2025
/ DE000JB9TQC0
JP Morgan Call 165 VLO 20.06.2025/ DE000JB9TQC0 /
| 2024-06-03 10:53:38 AM |
Chg.+0.20 |
Bid3:27:19 PM |
Ask3:27:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
+12.05% |
-
Bid Size: - |
-
Ask Size: - |
Valero Energy Corpor... |
165.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB9TQC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.72 |
| Time value: |
2.02 |
| Break-even: |
172.24 |
| Moneyness: |
0.95 |
| Premium: |
0.19 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
8.02% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
4.02 |
| Rho: |
0.64 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.08% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
+30.07% |
| YTD |
|
|
+73.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.66 |
| 1M High / 1M Low: |
2.35 |
1.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
3.88 |
| Low (YTD): |
2024-01-10 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
