OverviewChartNewsTraderScreen

JP Morgan Put 140 VLO 21.06.2024/  DE000JL0DTS1  /

EUWAX
28/05/2024  10:28:48 Chg.-0.005 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.020EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 Valero Energy Corpor... 140.00 - 21/06/2024 Put
 

Master data

WKN: JL0DTS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Valero Energy Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 21/06/2024
Issue date: 03/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.97
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.95
Time value: 0.22
Break-even: 137.80
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 2.16
Spread abs.: 0.20
Spread %: 947.62%
Delta: -0.23
Theta: -0.09
Omega: -15.96
Rho: -0.02
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.03%
1 Month
  -81.82%
3 Months
  -97.67%
YTD
  -98.68%
1 Year
  -99.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.020
1M High / 1M Low: 0.180 0.020
6M High / 6M Low: 2.100 0.020
High (YTD): 11/01/2024 1.790
Low (YTD): 28/05/2024 0.020
52W High: 31/05/2023 3.580
52W Low: 28/05/2024 0.020
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.782
Avg. volume 6M:   0.000
Avg. price 1Y:   1.525
Avg. volume 1Y:   0.000
Volatility 1M:   558.59%
Volatility 6M:   294.34%
Volatility 1Y:   216.14%
Volatility 3Y:   -