JP Morgan Put 135 VLO 19.12.2025
/ DE000JK4LFA4
JP Morgan Put 135 VLO 19.12.2025/ DE000JK4LFA4 /
| 2024-06-03 9:46:05 AM |
Chg.-0.17 |
Bid10:10:27 AM |
Ask10:10:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-10.76% |
1.41
Bid Size: 3,000 |
1.61
Ask Size: 3,000 |
Valero Energy Corpor... |
135.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
JK4LFA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-2.04 |
| Time value: |
1.48 |
| Break-even: |
109.56 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.18 |
| Spread %: |
14.18% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-2.47 |
| Rho: |
-0.79 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.82% |
| 1 Month |
|
|
-6.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.30 |
| 1M High / 1M Low: |
1.58 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
