JP Morgan Call 165 VLO/ DE000JK72436 /
2024-05-30 11:21:42 AM | Chg.- | Bid10:00:41 PM | Ask10:00:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.009EUR | - | - Bid Size: - |
- Ask Size: - |
Valero Energy Corpor... | 165.00 USD | 2024-05-31 | Call |
Master data
WKN: | JK7243 |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Valero Energy Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 165.00 USD |
Maturity: | 2024-05-31 |
Issue date: | 2024-05-06 |
Last trading day: | 2024-05-30 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 68.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.72 |
Historic volatility: | 0.25 |
Parity: | -0.86 |
Time value: | 0.21 |
Break-even: | 154.86 |
Moneyness: | 0.94 |
Premium: | 0.07 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.20 |
Spread %: | 1,650.00% |
Delta: | 0.27 |
Theta: | -2.17 |
Omega: | 18.87 |
Rho: | 0.00 |
Quote data
Open: | 0.009 |
---|---|
High: | 0.009 |
Low: | 0.009 |
Previous Close: | 0.120 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -96.09% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.230 | 0.009 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.128 | |
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: | - |