JP Morgan Call 175 VLO 14.06.2024
/ DE000JK9VTJ4
JP Morgan Call 175 VLO 14.06.2024/ DE000JK9VTJ4 /
| 03/06/2024 11:58:00 |
Chg.+0.029 |
Bid17:33:26 |
Ask17:33:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+111.54% |
0.031
Bid Size: 15,000 |
0.071
Ask Size: 15,000 |
Valero Energy Corpor... |
175.00 USD |
14/06/2024 |
Call |
Master data
| WKN: |
JK9VTJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
14/06/2024 |
| Issue date: |
20/05/2024 |
| Last trading day: |
13/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
85.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.25 |
| Parity: |
-1.65 |
| Time value: |
0.17 |
| Break-even: |
162.95 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
49.40 |
| Spread abs.: |
0.11 |
| Spread %: |
161.54% |
| Delta: |
0.19 |
| Theta: |
-0.21 |
| Omega: |
16.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.026 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.026 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| 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: |
|
- |
