JP Morgan Put 155 VLO 19.12.2025
/ DE000JK367X3
JP Morgan Put 155 VLO 19.12.2025/ DE000JK367X3 /
| 2024-06-03 10:23:19 AM |
Chg.-0.23 |
Bid10:32:37 AM |
Ask10:32:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-9.47% |
2.19
Bid Size: 3,000 |
2.39
Ask Size: 3,000 |
Valero Energy Corpor... |
155.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
JK367X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
-0.20 |
| Time value: |
2.39 |
| Break-even: |
118.92 |
| Moneyness: |
0.99 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.20 |
| Spread %: |
9.13% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-2.09 |
| Rho: |
-1.14 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.80% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.05 |
| 1M High / 1M Low: |
2.43 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
