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JP Morgan Put 140 VLO 21.06.2024/  DE000JL0DTS1  /

EUWAX
2024-06-07  12:41:31 PM Chg.-0.016 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.022EUR -42.11% -
Bid Size: -		 -
Ask Size: -		 Valero Energy Corpor... 140.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -109.98
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -0.30
Time value: 0.13
Break-even: 138.70
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.28
Spread abs.: 0.10
Spread %: 400.00%
Delta: -0.30
Theta: -0.08
Omega: -33.50
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.55%
1 Month
  -78.00%
3 Months
  -96.00%
YTD
  -98.54%
1 Year
  -99.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.022
1M High / 1M Low: 0.100 0.020
6M High / 6M Low: 2.100 0.020
High (YTD): 2024-01-11 1.790
Low (YTD): 2024-05-28 0.020
52W High: 2023-06-14 3.190
52W Low: 2024-05-28 0.020
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   0.000
Avg. price 1Y:   1.412
Avg. volume 1Y:   0.000
Volatility 1M:   739.38%
Volatility 6M:   398.89%
Volatility 1Y:   287.31%
Volatility 3Y:   -