JP Morgan Put 150 VLO 21.06.2024
/ DE000JK5TSJ8
JP Morgan Put 150 VLO 21.06.2024/ DE000JK5TSJ8 /
| 2024-05-31 12:13:26 PM |
Chg.+0.150 |
Bid1:37:04 PM |
Ask1:37:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+68.18% |
0.350
Bid Size: 3,000 |
0.390
Ask Size: 3,000 |
Valero Energy Corpor... |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK5TSJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.08 |
| Time value: |
0.40 |
| Break-even: |
134.52 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
-0.44 |
| Theta: |
-0.10 |
| Omega: |
-15.58 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+208.33% |
| 1 Month |
|
|
+85.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.089 |
| 1M High / 1M Low: |
0.450 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
724.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
