JP Morgan Call 180 VLO 16.01.2026
/ DE000JK7KL35
JP Morgan Call 180 VLO 16.01.2026/ DE000JK7KL35 /
| 2024-05-21 9:00:46 AM |
Chg.-0.15 |
Bid7:19:09 PM |
Ask7:19:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-6.15% |
2.25
Bid Size: 50,000 |
2.30
Ask Size: 50,000 |
Valero Energy Corpor... |
180.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK7KL3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-1.49 |
| Time value: |
2.50 |
| Break-even: |
190.74 |
| Moneyness: |
0.91 |
| Premium: |
0.26 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.20 |
| Spread %: |
8.70% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
3.39 |
| Rho: |
0.99 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.66% |
| 1 Month |
|
|
-8.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
1.95 |
| 1M High / 1M Low: |
2.79 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
