JP Morgan Put 135 VLO 21.06.2024
/ DE000JS9EAC7
JP Morgan Put 135 VLO 21.06.2024/ DE000JS9EAC7 /
2024-05-28 9:27:59 AM |
Chg.-0.002 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
-15.38% |
- Bid Size: - |
- Ask Size: - |
Valero Energy Corpor... |
135.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS9EAC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Valero Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.25 |
Parity: |
-1.45 |
Time value: |
0.31 |
Break-even: |
131.90 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
4.45 |
Spread abs.: |
0.30 |
Spread %: |
2,718.18% |
Delta: |
-0.22 |
Theta: |
-0.14 |
Omega: |
-10.67 |
Rho: |
-0.02 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-82.26% |
3 Months |
|
|
-98.04% |
YTD |
|
|
-99.11% |
1 Year |
|
|
-99.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.013 |
1M High / 1M Low: |
0.120 |
0.011 |
6M High / 6M Low: |
1.750 |
0.011 |
High (YTD): |
2024-01-17 |
1.430 |
Low (YTD): |
2024-05-20 |
0.011 |
52W High: |
2023-05-31 |
3.230 |
52W Low: |
2024-05-20 |
0.011 |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.638 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.301 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
636.14% |
Volatility 6M: |
|
299.05% |
Volatility 1Y: |
|
221.98% |
Volatility 3Y: |
|
- |