JP Morgan Put 155 VLO 19.07.2024
/ DE000JK5ZVG5
JP Morgan Put 155 VLO 19.07.2024/ DE000JK5ZVG5 /
| 2024-06-03 10:27:54 AM |
Chg.-0.280 |
Bid1:38:39 PM |
Ask1:38:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-35.90% |
0.500
Bid Size: 3,000 |
0.540
Ask Size: 3,000 |
Valero Energy Corpor... |
155.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK5ZVG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.20 |
| Time value: |
0.52 |
| Break-even: |
137.66 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
-0.41 |
| Theta: |
-0.06 |
| Omega: |
-11.58 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.14% |
| 1 Month |
|
|
-26.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.350 |
| 1M High / 1M Low: |
0.780 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
