JP Morgan Call 205 VLO 19.12.2025
/ DE000JK5EGS6
JP Morgan Call 205 VLO 19.12.2025/ DE000JK5EGS6 /
| 2024-05-21 8:46:24 AM |
Chg.-0.10 |
Bid9:27:53 PM |
Ask9:27:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-6.17% |
1.49
Bid Size: 50,000 |
1.54
Ask Size: 50,000 |
Valero Energy Corpor... |
205.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
JK5EGS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-3.80 |
| Time value: |
1.72 |
| Break-even: |
205.96 |
| Moneyness: |
0.80 |
| Premium: |
0.37 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.20 |
| Spread %: |
13.16% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
3.86 |
| Rho: |
0.78 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.69% |
| 1 Month |
|
|
-12.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.26 |
| 1M High / 1M Low: |
1.94 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
